+149.8%
HST vs AMCR
+100.2%
+49.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +22.7% | +27.1% |
| 3Y | +68.4% | +6.9% | +61.5% | +59.3% |
| 5Y | +73.1% | -10.5% | +83.6% | +75.7% |
| 10Y | +92.7% | +20.9% | +71.9% | +69.4% |
| All | +149.8% | +100.2% | +49.6% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling