+126.7%
AMAT vs HD
+5.3%
+121.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.1% | +5.3% |
| 7D | -14.7% | +4.3% | -19.0% | -17.1% |
| 30D | -36.1% | +20.2% | -56.3% | -43.4% |
| 3M | -36.9% | -1.0% | -35.8% | -37.1% |
| 6M | -22.2% | +7.9% | -30.1% | -27.6% |
| YTD | +29.9% | +2.0% | +27.9% | +24.8% |
| 1Y | +43.3% | -4.3% | +47.6% | +43.3% |
| 3Y | +142.7% | +25.9% | +116.7% | +87.7% |
| All | +126.7% | +5.3% | +121.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling