+154.0%
HL vs AMT
+1,443.4%
-1,289.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.6% | -2.4% | -3.2% | -5.2% |
| 30D | -16.2% | +4.2% | -20.4% | -16.8% |
| 3M | -20.5% | +13.4% | -33.9% | -22.2% |
| 6M | -31.7% | +9.4% | -41.0% | -33.0% |
| YTD | -26.4% | +11.7% | -38.1% | -28.2% |
| 1Y | -4.3% | +7.1% | -11.5% | -6.1% |
| 3Y | +276.9% | +15.1% | +261.8% | +263.1% |
| 5Y | +124.1% | -17.9% | +141.9% | +127.3% |
| 10Y | +144.6% | +133.5% | +11.1% | +114.0% |
| All | +154.0% | +1,443.4% | -1,289.4% | +66.5% |
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 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