+1,362.0%
AMAT vs HL
+136.8%
+1,225.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -2.5% |
| 7D | +19.3% | -7.6% | +26.9% | +21.1% |
| 30D | -17.9% | -17.5% | -0.5% | -15.0% |
| 3M | -30.4% | -26.2% | -4.2% | -26.8% |
| 6M | -11.4% | -35.1% | +23.6% | -5.0% |
| YTD | +48.8% | -30.4% | +79.2% | +55.9% |
| 1Y | +66.0% | -14.0% | +80.0% | +67.0% |
| 3Y | +158.8% | +256.3% | -97.5% | +95.1% |
| 5Y | +153.2% | +112.5% | +40.7% | +99.2% |
| All | +1,362.0% | +136.8% | +1,225.2% | +840.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling