+143.7%
HLT vs AMT
-31.8%
+175.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -2.6% | -2.7% | +0.1% | -2.2% |
| 30D | -2.6% | +2.0% | -4.7% | -3.0% |
| 3M | -9.4% | -9.3% | -0.1% | -8.1% |
| 6M | +2.7% | -5.2% | +8.0% | +3.4% |
| YTD | +6.8% | +0.5% | +6.3% | +6.2% |
| 1Y | +12.4% | -7.3% | +19.6% | +13.2% |
| 3Y | +100.2% | +6.2% | +93.9% | +88.0% |
| 5Y | +143.7% | -31.2% | +174.9% | +155.0% |
| All | +143.7% | -31.8% | +175.5% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling