+137.9%
HST vs AMC
-98.6%
+236.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +2.3% |
| 7D | -1.1% | +6.6% | -7.7% | -1.5% |
| 30D | +11.6% | +14.1% | -2.5% | +10.9% |
| 3M | +9.5% | +31.3% | -21.8% | +7.9% |
| 6M | +18.9% | +126.7% | -107.7% | +13.1% |
| YTD | +51.0% | +117.9% | -67.0% | +43.3% |
| 1Y | +53.0% | +41.1% | +11.9% | +48.2% |
| 3Y | +87.5% | -61.0% | +148.5% | +87.4% |
| 5Y | +76.7% | -99.1% | +175.8% | +97.6% |
| 10Y | +137.9% | -98.7% | +236.6% | +95.1% |
| All | +137.9% | -98.6% | +236.5% | +95.1% |
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