+72.7%
HST vs AMRZ
-17.5%
+90.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +10.7% | +15.1% | -4.4% | +6.6% |
| 3M | +6.3% | -18.1% | +24.3% | +11.5% |
| 6M | +19.0% | -23.5% | +42.4% | +26.6% |
| YTD | +47.0% | -21.6% | +68.7% | +55.6% |
| 1Y | +53.4% | -14.7% | +68.2% | +60.3% |
| All | +72.7% | -17.5% | +90.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling