+1,362.0%
AMAT vs HLT
+694.0%
+668.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.9% |
| 7D | +19.3% | +0.8% | +18.5% | +18.7% |
| 30D | -17.9% | +13.1% | -31.0% | -24.4% |
| 3M | -30.4% | +15.6% | -46.0% | -37.1% |
| 6M | -11.4% | +19.0% | -30.4% | -22.1% |
| YTD | +48.8% | +29.9% | +18.8% | +23.1% |
| 1Y | +66.0% | +35.9% | +30.1% | +32.9% |
| 3Y | +158.8% | +132.1% | +26.8% | +45.0% |
| 5Y | +153.2% | +163.4% | -10.2% | +29.4% |
| All | +1,362.0% | +694.0% | +668.0% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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