+1,321.9%
AMAT vs HD
+241.0%
+1,080.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +11.4% | +1.5% | +9.8% | +10.4% |
| 30D | -17.0% | +18.0% | -35.0% | -27.4% |
| 3M | -30.6% | +2.8% | -33.4% | -33.1% |
| 6M | -14.9% | +17.0% | -31.9% | -26.7% |
| YTD | +44.7% | +3.5% | +41.1% | +35.8% |
| 1Y | +66.9% | -2.6% | +69.5% | +63.5% |
| 3Y | +153.3% | +30.7% | +122.6% | +87.4% |
| 5Y | +146.2% | +6.2% | +140.0% | +114.5% |
| All | +1,321.9% | +241.0% | +1,080.9% | +483.5% |
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