+99.0%
HST vs AMC
-98.1%
+197.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +0.1% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | -12.3% | -0.7% | -11.5% | -12.3% |
| 3M | -6.4% | +35.2% | -41.6% | -8.5% |
| 6M | +15.0% | +124.6% | -109.6% | +9.1% |
| YTD | +30.5% | +69.9% | -39.4% | +25.3% |
| 1Y | +35.7% | -2.6% | +38.2% | +33.7% |
| 3Y | +68.4% | -79.8% | +148.1% | +72.8% |
| 5Y | +73.1% | -99.4% | +172.5% | +98.5% |
| 10Y | +92.7% | -98.9% | +191.6% | +71.8% |
| All | +99.0% | -98.1% | +197.0% | +54.0% |
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