+137.1%
HST vs AMC
-98.7%
+235.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.3% | -2.8% | +1.6% | -1.1% |
| 30D | +13.4% | +14.0% | -0.6% | +12.6% |
| 3M | +16.7% | +42.5% | -25.8% | +14.5% |
| 6M | +24.0% | +142.6% | -118.5% | +17.6% |
| YTD | +54.0% | +119.2% | -65.3% | +46.2% |
| 1Y | +55.0% | +40.7% | +14.3% | +50.2% |
| 3Y | +89.3% | -57.3% | +146.6% | +88.5% |
| 5Y | +85.4% | -99.1% | +184.6% | +107.2% |
| 10Y | +137.1% | -98.7% | +235.9% | +92.7% |
| All | +137.1% | -98.7% | +235.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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