+167.6%
AMAT vs HBM
+210.2%
-42.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | -1.3% | +8.2% | +7.8% |
| 30D | -20.6% | -14.8% | -5.8% | -15.6% |
| 3M | -24.8% | -20.7% | -4.1% | -18.3% |
| 6M | -10.7% | -13.9% | +3.2% | -6.3% |
| YTD | +54.3% | +10.6% | +43.7% | +47.5% |
| 1Y | +73.7% | +32.4% | +41.4% | +56.5% |
| 3Y | +168.4% | +432.0% | -263.6% | +49.5% |
| 5Y | +167.6% | +205.5% | -37.9% | +70.9% |
| All | +167.6% | +210.2% | -42.6% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling