+87.5%
HST vs AMCR
+14.2%
+73.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | -2.4% | +6.0% | +4.5% |
| 30D | +11.2% | +3.6% | +7.6% | +9.7% |
| 3M | +13.1% | -4.2% | +17.3% | +14.8% |
| 6M | +23.9% | +15.5% | +8.4% | +16.7% |
| YTD | +52.3% | +9.7% | +42.5% | +44.4% |
| 1Y | +56.7% | +8.3% | +48.4% | +49.3% |
| 3Y | +87.5% | +15.4% | +72.2% | +74.6% |
| All | +87.5% | +14.2% | +73.3% | +74.6% |
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