+191.7%
HST vs AMCR
+100.3%
+91.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +3.6% | -4.5% | +8.1% | +5.5% |
| 30D | +9.9% | +4.9% | +5.0% | +7.7% |
| 3M | +12.9% | -4.6% | +17.5% | +14.9% |
| 6M | +22.9% | +15.2% | +7.7% | +15.4% |
| YTD | +52.4% | +9.7% | +42.7% | +44.5% |
| 1Y | +52.5% | +10.5% | +42.0% | +44.1% |
| 3Y | +87.4% | +13.8% | +73.6% | +72.6% |
| 5Y | +82.9% | -9.1% | +92.1% | +84.5% |
| 10Y | +134.8% | +18.6% | +116.1% | +105.9% |
| All | +191.7% | +100.3% | +91.5% | +154.0% |
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