+43.3%
AMAT vs HDB
-30.1%
+73.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.1% |
| 7D | -14.7% | +13.3% | -28.1% | -15.6% |
| 30D | -36.1% | +13.6% | -49.6% | -36.9% |
| 3M | -36.9% | +5.8% | -42.6% | -36.9% |
| 6M | -22.2% | -1.9% | -20.3% | -21.8% |
| YTD | +29.9% | -31.2% | +61.1% | +19.1% |
| 1Y | +43.3% | -29.6% | +72.8% | +32.2% |
| All | +43.3% | -30.1% | +73.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling