+173.5%
HST vs AMP
+2,123.7%
-1,950.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | -1.0% | +0.2% | -1.3% | -1.2% |
| 30D | -12.3% | -0.1% | -12.2% | -12.3% |
| 3M | -6.4% | +23.6% | -29.9% | -19.7% |
| 6M | +15.0% | +20.4% | -5.4% | 0.0% |
| YTD | +30.5% | +15.4% | +15.1% | +15.8% |
| 1Y | +35.7% | +11.0% | +24.7% | +23.2% |
| 3Y | +68.4% | +70.5% | -2.1% | +10.7% |
| 5Y | +73.1% | +121.4% | -48.3% | -8.1% |
| 10Y | +92.7% | +575.6% | -482.8% | -60.4% |
| All | +173.5% | +2,123.7% | -1,950.3% | -80.1% |
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