+646.9%
HLT vs AMBA
+162.0%
+484.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.3% | -11.0% | +7.6% | -1.5% |
| 30D | -4.1% | -23.2% | +19.1% | 0.0% |
| 3M | -7.9% | -12.7% | +4.8% | -7.9% |
| 6M | +2.2% | +11.2% | -9.1% | -3.1% |
| YTD | +8.5% | -11.2% | +19.7% | +6.4% |
| 1Y | +12.1% | -22.5% | +34.7% | +11.1% |
| 3Y | +107.6% | -1.3% | +108.9% | +87.8% |
| 5Y | +156.4% | -54.2% | +210.5% | +146.8% |
| 10Y | +566.3% | -6.1% | +572.4% | +421.9% |
| All | +646.9% | +162.0% | +484.9% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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