+71.6%
HST vs AMBA
-70.4%
+142.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -1.2% |
| 7D | -2.7% | -7.2% | +4.6% | -1.3% |
| 30D | +10.7% | -10.4% | +21.1% | +12.7% |
| 3M | +6.3% | -30.1% | +36.4% | +13.0% |
| 6M | +19.0% | -22.4% | +41.4% | +19.7% |
| YTD | +47.0% | -17.3% | +64.4% | +44.4% |
| 1Y | +53.4% | -35.4% | +88.8% | +57.9% |
| 3Y | +78.0% | +18.6% | +59.4% | +47.9% |
| All | +71.6% | -70.4% | +142.0% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling