+117.1%
AMAT vs HDB
-26.0%
+143.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.1% | -14.1% |
| 7D | -24.3% | +13.3% | -37.6% | -27.7% |
| 30D | -39.8% | +10.2% | -50.0% | -42.0% |
| 3M | -40.2% | +3.6% | -43.7% | -41.3% |
| 6M | -22.1% | -0.5% | -21.6% | -23.1% |
| YTD | +24.7% | -32.4% | +57.1% | +42.4% |
| 1Y | +33.3% | -31.1% | +64.3% | +50.7% |
| 3Y | +133.9% | -12.6% | +146.5% | +127.6% |
| 5Y | +117.1% | -25.7% | +142.7% | +126.9% |
| All | +117.1% | -26.0% | +143.0% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling