+71.7%
HST vs AME
+82.5%
-10.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | -1.0% | +0.6% | -1.7% | -1.4% |
| 30D | -12.3% | -6.7% | -5.6% | -8.6% |
| 3M | -6.4% | +4.1% | -10.4% | -9.3% |
| 6M | +15.0% | +1.6% | +13.4% | +12.8% |
| YTD | +30.5% | +16.1% | +14.4% | +17.1% |
| 1Y | +35.7% | +27.3% | +8.3% | +13.8% |
| 3Y | +68.4% | +50.9% | +17.5% | +23.6% |
| All | +71.7% | +82.5% | -10.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling