+45.9%
HLT vs AME
+21.1%
+24.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.8% |
| 7D | +7.7% | -4.4% | +12.1% | +9.0% |
| 30D | +19.1% | -5.9% | +25.0% | +21.1% |
| 3M | +20.7% | -6.5% | +27.3% | +23.1% |
| 6M | +21.0% | +3.2% | +17.8% | +17.7% |
| YTD | +31.3% | +16.0% | +15.3% | +18.1% |
| 1Y | +45.9% | +20.4% | +25.4% | +28.2% |
| All | +45.9% | +21.1% | +24.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling