+143.7%
HLT vs AMC
-99.5%
+243.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | 0.0% |
| 7D | -2.6% | -7.1% | +4.5% | -2.2% |
| 30D | -2.6% | -1.7% | -1.0% | -2.6% |
| 3M | -9.4% | +13.5% | -22.9% | -10.8% |
| 6M | +2.7% | +112.6% | -109.9% | -3.2% |
| YTD | +6.8% | +51.3% | -44.5% | +2.4% |
| 1Y | +12.4% | -14.5% | +26.8% | +11.2% |
| 3Y | +100.2% | -67.1% | +167.3% | +102.6% |
| 5Y | +143.7% | -99.5% | +243.3% | +221.6% |
| All | +143.7% | -99.5% | +243.2% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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