+108.1%
HST vs AMCR
+16.5%
+91.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.7% | -5.0% | +5.6% | +3.3% |
| 30D | -0.7% | -8.0% | +7.3% | +3.6% |
| 3M | -4.0% | +14.3% | -18.3% | -11.0% |
| 6M | +20.7% | +5.3% | +15.4% | +16.0% |
| YTD | +31.0% | +7.7% | +23.3% | +23.3% |
| 1Y | +36.2% | +10.8% | +25.4% | +25.8% |
| 3Y | +66.6% | +9.6% | +57.1% | +51.1% |
| 5Y | +75.8% | -10.2% | +86.0% | +77.8% |
| All | +108.1% | +16.5% | +91.6% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling