+219.1%
HST vs AMP
+1,967.6%
-1,748.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.9% |
| 7D | +3.6% | +3.9% | -0.4% | +0.8% |
| 30D | +11.2% | +5.1% | +6.1% | +7.3% |
| 3M | +13.1% | -8.7% | +21.8% | +19.7% |
| 6M | +23.9% | +11.4% | +12.5% | +13.5% |
| YTD | +52.3% | +7.3% | +45.0% | +41.5% |
| 1Y | +56.7% | +14.6% | +42.1% | +38.9% |
| 3Y | +87.5% | +61.2% | +26.3% | +27.5% |
| 5Y | +82.8% | +81.0% | +1.8% | +11.6% |
| 10Y | +134.6% | +468.0% | -333.4% | -44.6% |
| All | +219.1% | +1,967.6% | -1,748.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling