+111,876.4%
AMAT vs HD
+35,427.2%
+76,449.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.8% | -6.8% |
| 7D | -11.2% | +11.9% | -23.1% | -16.8% |
| 30D | -31.9% | +26.4% | -58.3% | -40.7% |
| 3M | -32.3% | +2.8% | -35.2% | -34.4% |
| 6M | -5.4% | +15.5% | -20.9% | -14.5% |
| YTD | +44.3% | +5.5% | +38.7% | +36.4% |
| 1Y | +61.4% | -4.6% | +66.0% | +60.5% |
| 3Y | +170.6% | +29.9% | +140.7% | +124.9% |
| 5Y | +156.4% | +8.4% | +148.0% | +135.9% |
| 10Y | +1,356.4% | +275.2% | +1,081.2% | +620.1% |
| All | +111,876.4% | +35,427.2% | +76,449.2% | +4,110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling