+78.0%
HST vs AME
+62.2%
+15.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -1.3% |
| 7D | -2.7% | -5.2% | +2.5% | -0.2% |
| 30D | +10.7% | -8.0% | +18.7% | +15.2% |
| 3M | +6.3% | -8.9% | +15.2% | +10.9% |
| 6M | +19.0% | -5.0% | +24.0% | +21.0% |
| YTD | +47.0% | +11.9% | +35.1% | +35.7% |
| 1Y | +53.4% | +16.6% | +36.8% | +38.2% |
| 3Y | +78.0% | +62.5% | +15.5% | +38.4% |
| All | +78.0% | +62.2% | +15.8% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling