+575.2%
HLT vs AME
+445.1%
+130.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.9% |
| 7D | -1.6% | +1.7% | -3.3% | -2.6% |
| 30D | -5.0% | -6.4% | +1.4% | -1.4% |
| 3M | -10.4% | +7.1% | -17.5% | -14.5% |
| 6M | +3.2% | +8.2% | -4.9% | -2.3% |
| YTD | +6.7% | +18.2% | -11.4% | -4.5% |
| 1Y | +10.3% | +26.7% | -16.5% | -5.9% |
| 3Y | +99.3% | +60.7% | +38.6% | +44.6% |
| 5Y | +143.7% | +91.6% | +52.1% | +57.4% |
| All | +575.2% | +445.1% | +130.2% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling