+1,321.9%
AMAT vs HBM
+281.1%
+1,040.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +11.4% | +2.2% | +9.1% | +10.7% |
| 30D | -17.0% | -11.8% | -5.2% | -13.4% |
| 3M | -30.6% | -19.2% | -11.4% | -25.8% |
| 6M | -14.9% | -22.9% | +7.9% | -8.1% |
| YTD | +44.7% | +7.8% | +36.9% | +40.3% |
| 1Y | +66.9% | +34.9% | +32.0% | +51.5% |
| 3Y | +153.3% | +422.2% | -268.9% | +50.9% |
| 5Y | +146.2% | +192.8% | -46.6% | +61.7% |
| All | +1,321.9% | +281.1% | +1,040.8% | +618.2% |
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