+73.9%
HST vs AMP
+120.7%
-46.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.4% |
| 30D | -2.8% | -1.0% | -1.8% | -2.3% |
| 3M | -6.5% | +23.2% | -29.7% | -17.6% |
| 6M | +20.7% | +20.4% | +0.3% | +7.4% |
| YTD | +30.5% | +13.6% | +16.8% | +19.2% |
| 1Y | +36.8% | +13.4% | +23.4% | +24.8% |
| 3Y | +65.9% | +66.5% | -0.6% | +15.3% |
| 5Y | +73.9% | +120.2% | -46.3% | -1.3% |
| All | +73.9% | +120.7% | -46.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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