+795.5%
HLT vs AMT
+238.3%
+557.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.4% |
| 30D | +13.7% | +6.8% | +6.9% | +12.0% |
| 3M | +16.3% | +11.2% | +5.1% | +13.4% |
| 6M | +19.9% | +12.5% | +7.4% | +16.1% |
| YTD | +30.1% | +12.5% | +17.6% | +25.5% |
| 1Y | +38.5% | +10.1% | +28.4% | +34.3% |
| 3Y | +131.0% | +16.0% | +115.0% | +114.5% |
| 5Y | +163.7% | -17.2% | +180.8% | +166.5% |
| 10Y | +697.4% | +135.2% | +562.2% | +435.9% |
| All | +795.5% | +238.3% | +557.2% | +414.9% |
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