+619.7%
HLT vs AMC
-98.1%
+717.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -4.1% | -1.2% | -2.9% | -4.1% |
| 3M | -10.6% | +42.2% | -52.8% | -11.9% |
| 6M | +2.0% | +118.8% | -116.8% | -1.1% |
| YTD | +6.1% | +64.1% | -58.0% | +3.7% |
| 1Y | +9.8% | -9.5% | +19.4% | +9.1% |
| 3Y | +99.0% | -64.3% | +163.4% | +99.1% |
| 5Y | +151.5% | -99.5% | +250.9% | +172.3% |
| 10Y | +561.1% | -98.9% | +660.0% | +573.8% |
| All | +619.7% | -98.1% | +717.9% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling