+75.6%
HST vs AMCR
+32.3%
+43.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.2% |
| 7D | +3.3% | +6.2% | -2.9% | +1.2% |
| 30D | +16.4% | +16.0% | +0.3% | +10.7% |
| 3M | +5.5% | +4.4% | +1.1% | +3.8% |
| 6M | +31.1% | +35.5% | -4.4% | +18.3% |
| YTD | +55.9% | +21.5% | +34.4% | +40.7% |
| 1Y | +75.6% | +30.7% | +44.9% | +49.5% |
| All | +75.6% | +32.3% | +43.4% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling