+48.0%
HST vs AMDL
+92.1%
-44.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.4% |
| 7D | +0.6% | +5.4% | -4.8% | -0.4% |
| 30D | +14.5% | -36.6% | +51.1% | +16.1% |
| 3M | +15.4% | -1.0% | +16.4% | +13.5% |
| 6M | +22.0% | -12.1% | +34.1% | +18.2% |
| YTD | +54.9% | +215.1% | -160.3% | +33.0% |
| 1Y | +54.0% | +130.4% | -76.4% | +34.9% |
| All | +48.0% | +92.1% | -44.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling