+1,370.8%
AMAT vs HBM
+301.8%
+1,069.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.7% |
| 7D | -2.5% | +2.4% | -4.8% | -2.9% |
| 30D | -26.5% | -16.0% | -10.6% | -22.2% |
| 3M | -28.6% | -21.3% | -7.2% | -23.1% |
| 6M | -14.2% | -12.2% | -2.0% | -10.9% |
| YTD | +45.5% | +10.7% | +34.8% | +39.9% |
| 1Y | +59.3% | +30.3% | +29.0% | +45.9% |
| 3Y | +153.1% | +432.2% | -279.1% | +49.9% |
| 5Y | +158.2% | +218.8% | -60.6% | +65.6% |
| 10Y | +1,370.8% | +281.4% | +1,089.4% | +644.1% |
| All | +1,370.8% | +301.8% | +1,069.0% | +644.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling