+124.2%
HST vs AMC
-97.8%
+222.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -12.5% | +6.8% | -5.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +9.6% | +4.4% | +5.2% | +9.3% |
| 3M | -1.1% | +15.4% | -16.5% | -2.0% |
| 6M | +21.1% | +93.7% | -72.6% | +15.8% |
| YTD | +47.1% | +97.4% | -50.3% | +40.0% |
| 1Y | +64.0% | +23.2% | +40.8% | +59.7% |
| 3Y | +77.1% | -71.3% | +148.4% | +79.7% |
| 5Y | +71.8% | -99.3% | +171.0% | +94.9% |
| 10Y | +146.3% | -98.7% | +245.0% | +119.1% |
| All | +124.2% | -97.8% | +222.0% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling