+144.6%
HST vs AMBA
+4.3%
+140.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +3.0% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | +14.5% | -10.5% | +25.0% | +16.8% |
| 3M | +15.4% | -26.4% | +41.8% | +22.0% |
| 6M | +22.0% | -20.9% | +42.9% | +22.4% |
| YTD | +54.9% | -14.8% | +69.6% | +51.3% |
| 1Y | +54.0% | -36.1% | +90.0% | +59.2% |
| 3Y | +90.4% | +20.2% | +70.2% | +59.6% |
| 5Y | +84.2% | -67.2% | +151.5% | +89.5% |
| 10Y | +144.6% | +5.0% | +139.7% | +72.8% |
| All | +144.6% | +4.3% | +140.3% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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