+126.7%
AMAT vs HL
+145.7%
-19.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | -14.7% | +8.9% | -23.7% | -16.5% |
| 30D | -36.1% | -10.1% | -26.0% | -34.6% |
| 3M | -36.9% | -7.0% | -29.8% | -36.4% |
| 6M | -22.2% | -18.8% | -3.4% | -19.7% |
| YTD | +29.9% | -23.1% | +53.1% | +33.9% |
| 1Y | +43.3% | +8.9% | +34.4% | +37.1% |
| 3Y | +142.7% | +255.0% | -112.3% | +74.3% |
| All | +126.7% | +145.7% | -19.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling