+45.9%
HLT vs AMT
+13.5%
+32.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +3.1% |
| 7D | +7.7% | +6.0% | +1.6% | +7.2% |
| 30D | +19.1% | +20.1% | -1.0% | +17.4% |
| 3M | +20.7% | +12.4% | +8.3% | +19.5% |
| 6M | +21.0% | +9.9% | +11.1% | +20.4% |
| YTD | +31.3% | +14.4% | +16.9% | +30.2% |
| 1Y | +45.9% | +12.4% | +33.4% | +45.8% |
| All | +45.9% | +13.5% | +32.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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