+271.9%
HL vs AMT
+1,311.4%
-1,039.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +25.1% | +4.6% | +20.4% | +24.1% |
| 3M | +22.9% | -8.4% | +31.3% | +24.2% |
| 6M | -4.9% | -6.0% | +1.1% | -4.4% |
| YTD | +7.8% | +2.1% | +5.7% | +6.8% |
| 1Y | +133.9% | -6.4% | +140.3% | +134.5% |
| 3Y | +380.9% | +8.1% | +372.8% | +368.3% |
| 5Y | +230.2% | -31.9% | +262.1% | +245.1% |
| 10Y | +265.6% | +97.1% | +168.5% | +228.6% |
| All | +271.9% | +1,311.4% | -1,039.4% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling