+66.1%
HST vs AMCR
+10.1%
+56.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +2.0% | -1.8% | +3.8% | +2.7% |
| 30D | -5.2% | -6.0% | +0.8% | -3.0% |
| 3M | -6.2% | +18.9% | -25.2% | -12.7% |
| 6M | +20.4% | +5.7% | +14.8% | +17.0% |
| YTD | +30.6% | +11.1% | +19.5% | +23.1% |
| 1Y | +37.4% | +12.7% | +24.6% | +28.4% |
| 3Y | +66.1% | +9.6% | +56.5% | +53.4% |
| All | +66.1% | +10.1% | +56.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling