+255.0%
HL vs AMT
+10.5%
+244.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.5% |
| 7D | +8.9% | +0.5% | +8.4% | +8.9% |
| 30D | -10.1% | +13.6% | -23.7% | -12.0% |
| 3M | -7.0% | +11.5% | -18.5% | -8.8% |
| 6M | -18.8% | +6.9% | -25.7% | -20.0% |
| YTD | -23.1% | +10.8% | -34.0% | -25.1% |
| 1Y | +8.9% | +10.3% | -1.4% | +6.1% |
| 3Y | +255.0% | +12.4% | +242.6% | +187.5% |
| All | +255.0% | +10.5% | +244.5% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling