+794.6%
HLT vs AMBA
+154.4%
+640.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +0.8% | +10.7% | -9.8% | -0.9% |
| 30D | +13.1% | -5.0% | +18.1% | +13.7% |
| 3M | +15.6% | -26.9% | +42.5% | +20.8% |
| 6M | +19.0% | -21.9% | +40.9% | +19.7% |
| YTD | +29.9% | -13.8% | +43.7% | +27.2% |
| 1Y | +35.9% | -36.1% | +72.0% | +39.4% |
| 3Y | +132.1% | +21.6% | +110.4% | +101.1% |
| 5Y | +163.4% | -68.8% | +232.2% | +169.7% |
| 10Y | +696.7% | +2.3% | +694.3% | +515.9% |
| All | +794.6% | +154.4% | +640.2% | +523.7% |
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