+1,315.3%
AMAT vs HD
+272.9%
+1,042.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +9.3% |
| 7D | -1.1% | +3.6% | -4.7% | -3.7% |
| 30D | -26.9% | +21.6% | -48.5% | -37.4% |
| 3M | -31.2% | +0.1% | -31.3% | -32.4% |
| 6M | -14.7% | +13.0% | -27.7% | -24.5% |
| YTD | +44.7% | +4.9% | +39.8% | +34.5% |
| 1Y | +62.0% | -2.1% | +64.0% | +58.1% |
| 3Y | +165.0% | +32.6% | +132.4% | +94.3% |
| 5Y | +147.1% | +8.2% | +138.9% | +112.4% |
| 10Y | +1,315.3% | +257.9% | +1,057.4% | +505.7% |
| All | +1,315.3% | +272.9% | +1,042.4% | +505.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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