+630.8%
HLT vs AMT
+206.9%
+423.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.1% | +1.8% | -5.9% | -4.5% |
| 3M | -10.6% | -6.2% | -4.4% | -9.5% |
| 6M | +2.0% | -5.0% | +7.0% | +2.8% |
| YTD | +6.1% | +2.1% | +4.1% | +4.9% |
| 1Y | +9.8% | -5.7% | +15.6% | +10.4% |
| 3Y | +99.0% | +7.9% | +91.1% | +87.4% |
| 5Y | +151.5% | -32.3% | +183.8% | +167.7% |
| 10Y | +561.1% | +95.0% | +466.1% | +374.1% |
| All | +630.8% | +206.9% | +423.9% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling