+75.6%
HST vs AME
+21.1%
+54.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.9% |
| 7D | +3.3% | -4.4% | +7.8% | +4.9% |
| 30D | +16.4% | -5.9% | +22.2% | +18.8% |
| 3M | +5.5% | -6.5% | +12.0% | +8.0% |
| 6M | +31.1% | +3.2% | +27.9% | +27.8% |
| YTD | +55.9% | +16.0% | +39.9% | +41.3% |
| 1Y | +75.6% | +20.4% | +55.2% | +55.2% |
| All | +75.6% | +21.1% | +54.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling