+1,591.4%
AMAT vs HL
+241.9%
+1,349.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | -14.8% | +25.1% | -39.8% | -18.7% |
| 3M | -9.3% | +22.9% | -32.2% | -13.2% |
| 6M | +27.4% | -4.9% | +32.3% | +27.1% |
| YTD | +77.6% | +7.8% | +69.7% | +71.7% |
| 1Y | +188.9% | +133.9% | +55.1% | +141.5% |
| 3Y | +202.3% | +380.9% | -178.6% | +114.3% |
| 5Y | +248.9% | +230.2% | +18.7% | +152.7% |
| All | +1,591.4% | +241.9% | +1,349.6% | +930.8% |
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