+1,587.5%
AMAT vs HD
+203.6%
+1,383.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.6% |
| 7D | -1.5% | -2.1% | +0.5% | +0.1% |
| 30D | -14.8% | -8.4% | -6.4% | -9.2% |
| 3M | -9.3% | +4.3% | -13.6% | -13.3% |
| 6M | +27.4% | -11.1% | +38.5% | +37.2% |
| YTD | +77.6% | -4.7% | +82.2% | +79.9% |
| 1Y | +188.9% | -19.8% | +208.8% | +232.5% |
| 3Y | +202.3% | +4.1% | +198.2% | +173.3% |
| 5Y | +248.9% | +10.3% | +238.6% | +196.3% |
| All | +1,587.5% | +203.6% | +1,383.9% | +653.0% |
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