+36.2%
HST vs AMCR
+11.5%
+24.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +0.7% | -5.0% | +5.6% | +2.3% |
| 30D | -0.7% | -8.0% | +7.3% | +1.9% |
| 3M | -4.0% | +14.3% | -18.3% | -7.9% |
| 6M | +20.7% | +5.3% | +15.4% | +17.7% |
| YTD | +31.0% | +7.7% | +23.3% | +25.3% |
| 1Y | +36.2% | +10.8% | +25.4% | +28.8% |
| All | +36.2% | +11.5% | +24.7% | +28.8% |
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