+61.4%
AMAT vs HBM
+47.3%
+14.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -5.0% |
| 7D | -11.2% | -5.8% | -5.4% | -8.6% |
| 30D | -31.9% | -18.5% | -13.4% | -24.9% |
| 3M | -32.3% | -10.3% | -22.1% | -29.3% |
| 6M | -5.4% | +2.1% | -7.5% | -6.4% |
| YTD | +44.3% | +12.0% | +32.2% | +34.6% |
| 1Y | +61.4% | +49.8% | +11.6% | +29.9% |
| All | +61.4% | +47.3% | +14.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling