+40.5%
HST vs AMDL
+47.6%
-7.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +22.3% | -22.3% | -1.3% |
| 7D | -2.7% | -26.2% | +23.5% | -1.5% |
| 30D | +10.7% | -57.1% | +67.8% | +15.0% |
| 3M | +6.3% | -29.8% | +36.1% | +6.8% |
| 6M | +19.0% | -22.2% | +41.2% | +15.9% |
| YTD | +47.0% | +142.1% | -95.1% | +28.4% |
| 1Y | +53.4% | +85.8% | -32.4% | +36.1% |
| All | +40.5% | +47.6% | -7.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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