+94.2%
HLT vs AMIX
-100.0%
+194.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.3% | -1.1% |
| 7D | +0.8% | -10.9% | +11.7% | +0.8% |
| 30D | +13.1% | -55.0% | +68.1% | +13.1% |
| 3M | +15.6% | -82.0% | +97.6% | +15.6% |
| 6M | +19.0% | -80.4% | +99.4% | +19.2% |
| YTD | +29.9% | -88.3% | +118.2% | +30.5% |
| 1Y | +35.9% | -92.4% | +128.3% | +36.7% |
| All | +94.2% | -100.0% | +194.2% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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