+243.3%
HL vs AMT
-31.2%
+274.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +7.1% | -0.2% | +7.2% | +7.1% |
| 30D | +21.4% | +1.8% | +19.6% | +20.6% |
| 3M | +37.4% | -6.2% | +43.6% | +39.7% |
| 6M | +0.4% | -5.0% | +5.4% | +1.3% |
| YTD | +6.7% | +2.1% | +4.6% | +4.3% |
| 1Y | +102.4% | -5.7% | +108.1% | +103.4% |
| 3Y | +417.4% | +7.9% | +409.5% | +366.2% |
| 5Y | +243.3% | -32.3% | +275.7% | +250.8% |
| All | +243.3% | -31.2% | +274.5% | +250.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling