+24.7%
HST vs AMDL
+95.0%
-70.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.3% |
| 7D | -1.0% | +4.5% | -5.6% | -1.3% |
| 30D | -12.3% | -4.4% | -7.9% | -12.2% |
| 3M | -6.4% | -30.5% | +24.1% | -6.0% |
| 6M | +15.0% | +300.9% | -285.9% | 0.0% |
| YTD | +30.5% | +219.9% | -189.4% | +13.7% |
| 1Y | +35.7% | +374.7% | -339.0% | +10.3% |
| All | +24.7% | +95.0% | -70.3% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling