+160.4%
AMAT vs HL
+254.4%
-94.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -2.2% |
| 7D | +19.3% | -7.6% | +26.9% | +21.7% |
| 30D | -17.9% | -17.5% | -0.5% | -14.1% |
| 3M | -30.4% | -26.2% | -4.2% | -25.7% |
| 6M | -11.4% | -35.1% | +23.6% | -3.7% |
| YTD | +48.8% | -30.4% | +79.2% | +57.0% |
| 1Y | +66.0% | -14.0% | +80.0% | +67.2% |
| All | +160.4% | +254.4% | -94.0% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling