+4,332.2%
AMAT vs HBM
+435.3%
+3,896.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.4% | -6.2% | -11.6% |
| 7D | -24.3% | -11.9% | -12.4% | -21.6% |
| 30D | -39.8% | -23.6% | -16.2% | -35.2% |
| 3M | -40.2% | -20.5% | -19.7% | -36.5% |
| 6M | -22.1% | -7.9% | -14.2% | -20.4% |
| YTD | +24.7% | +3.8% | +20.9% | +22.6% |
| 1Y | +33.3% | +31.7% | +1.6% | +23.4% |
| 3Y | +133.9% | +342.4% | -208.5% | +56.1% |
| 5Y | +117.1% | +205.5% | -88.4% | +50.3% |
| 10Y | +1,158.7% | +379.4% | +779.2% | +572.4% |
| All | +4,332.2% | +435.3% | +3,896.9% | +1,486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling