+144.6%
HST vs AME
+438.4%
-293.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +0.6% | -4.1% | +4.7% | +3.3% |
| 30D | +14.5% | -4.1% | +18.6% | +17.4% |
| 3M | +15.4% | -5.6% | +21.0% | +19.1% |
| 6M | +22.0% | +2.8% | +19.1% | +18.0% |
| YTD | +54.9% | +16.6% | +38.3% | +36.4% |
| 1Y | +54.0% | +21.1% | +32.9% | +31.9% |
| 3Y | +90.4% | +61.1% | +29.4% | +29.9% |
| 5Y | +84.2% | +76.6% | +7.7% | +15.9% |
| 10Y | +144.6% | +431.3% | -286.7% | -20.1% |
| All | +144.6% | +438.4% | -293.8% | -20.1% |
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