+78.1%
HST vs AMBA
+10.0%
+68.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.4% | +3.8% | -4.3% |
| 7D | -4.2% | -14.6% | +10.4% | -2.0% |
| 30D | +9.6% | -18.8% | +28.4% | +12.7% |
| 3M | -1.1% | -32.6% | +31.5% | +4.2% |
| 6M | +21.1% | -25.8% | +46.9% | +22.4% |
| YTD | +47.1% | -22.1% | +69.2% | +45.9% |
| 1Y | +64.0% | -36.2% | +100.2% | +67.9% |
| All | +78.1% | +10.0% | +68.1% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling