+1,315.3%
AMAT vs HBM
+328.6%
+986.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.0% | +2.4% | +8.6% |
| 7D | -1.1% | +5.0% | -6.1% | -2.3% |
| 30D | -26.9% | -12.7% | -14.2% | -23.5% |
| 3M | -31.2% | -17.4% | -13.8% | -27.0% |
| 6M | -14.7% | -8.9% | -5.8% | -12.4% |
| YTD | +44.7% | +14.9% | +29.8% | +37.6% |
| 1Y | +62.0% | +41.4% | +20.5% | +44.9% |
| 3Y | +165.0% | +462.1% | -297.2% | +54.9% |
| 5Y | +147.1% | +224.0% | -76.9% | +57.9% |
| 10Y | +1,315.3% | +320.9% | +994.4% | +621.1% |
| All | +1,315.3% | +328.6% | +986.6% | +621.1% |
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