+2,696.7%
AMAT vs HDB
+3,812.1%
-1,115.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -14.8% | -2.8% | -12.0% | -14.1% |
| 3M | -9.3% | -3.5% | -5.7% | -8.8% |
| 6M | +27.4% | -24.7% | +52.1% | +39.1% |
| YTD | +77.6% | -36.6% | +114.1% | +105.0% |
| 1Y | +188.9% | -34.4% | +223.3% | +228.6% |
| 3Y | +202.3% | -24.4% | +226.7% | +220.5% |
| 5Y | +248.9% | -35.4% | +284.3% | +288.3% |
| 10Y | +1,585.2% | +39.5% | +1,545.7% | +1,311.1% |
| All | +2,696.7% | +3,812.1% | -1,115.4% | +770.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling