+149.8%
HST vs AMCR
+106.4%
+43.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.0% | -1.9% | +0.8% | -0.3% |
| 30D | -12.3% | -4.1% | -8.2% | -10.8% |
| 3M | -6.4% | +21.7% | -28.0% | -13.8% |
| 6M | +15.0% | +1.5% | +13.5% | +13.4% |
| YTD | +30.5% | +13.1% | +17.4% | +22.4% |
| 1Y | +35.7% | +16.5% | +19.2% | +25.5% |
| 3Y | +68.4% | +10.3% | +58.1% | +57.2% |
| 5Y | +73.1% | -7.7% | +80.8% | +73.5% |
| 10Y | +92.7% | +24.6% | +68.1% | +67.2% |
| All | +149.8% | +106.4% | +43.4% | +115.1% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling