+85.4%
HST vs AMP
+83.7%
+1.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | +13.4% | +4.4% | +9.0% | +10.5% |
| 3M | +16.7% | -7.3% | +24.0% | +21.5% |
| 6M | +24.0% | +12.9% | +11.1% | +14.4% |
| YTD | +54.0% | +7.5% | +46.5% | +44.8% |
| 1Y | +55.0% | +13.3% | +41.7% | +40.8% |
| 3Y | +89.3% | +60.8% | +28.5% | +32.8% |
| 5Y | +85.4% | +82.7% | +2.7% | +13.8% |
| All | +85.4% | +83.7% | +1.7% | +13.8% |
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