+122.6%
HST vs AMC
-98.8%
+221.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | +3.6% | +8.4% | -4.8% | +3.2% |
| 30D | +9.9% | +9.2% | +0.8% | +9.4% |
| 3M | +12.9% | +32.0% | -19.1% | +11.2% |
| 6M | +22.9% | +149.3% | -126.4% | +16.4% |
| YTD | +52.4% | +114.1% | -61.7% | +44.8% |
| 1Y | +52.5% | +35.8% | +16.8% | +48.0% |
| 3Y | +87.4% | -58.3% | +145.7% | +86.8% |
| 5Y | +82.9% | -99.2% | +182.1% | +104.8% |
| All | +122.6% | -98.8% | +221.4% | +80.4% |
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