+132.8%
AMAT vs HD
+28.2%
+104.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.0% | -13.1% |
| 7D | -24.3% | +6.4% | -30.7% | -25.9% |
| 30D | -39.8% | +22.1% | -61.9% | -44.4% |
| 3M | -40.2% | -0.2% | -40.0% | -39.9% |
| 6M | -22.1% | +12.6% | -34.7% | -26.5% |
| YTD | +24.7% | +3.9% | +20.8% | +21.6% |
| 1Y | +33.3% | -3.7% | +37.0% | +34.9% |
| All | +132.8% | +28.2% | +104.6% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling