+99.8%
HST vs AME
+421.6%
-321.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | +2.8% | -0.8% | +0.1% |
| 30D | -5.2% | -6.3% | +1.0% | -1.1% |
| 3M | -6.2% | +5.4% | -11.6% | -10.2% |
| 6M | +20.4% | +7.4% | +13.0% | +13.3% |
| YTD | +30.6% | +16.2% | +14.5% | +16.1% |
| 1Y | +37.4% | +26.8% | +10.5% | +14.0% |
| 3Y | +66.1% | +57.5% | +8.6% | +16.0% |
| 5Y | +73.7% | +84.8% | -11.1% | +6.5% |
| 10Y | +99.8% | +424.3% | -324.5% | -31.8% |
| All | +99.8% | +421.6% | -321.8% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling