+1,370.8%
AMAT vs HLT
+715.8%
+655.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.6% |
| 7D | -2.5% | +4.4% | -6.8% | -5.0% |
| 30D | -26.5% | +16.3% | -42.8% | -33.5% |
| 3M | -28.6% | +22.2% | -50.7% | -37.7% |
| 6M | -14.2% | +20.0% | -34.2% | -24.9% |
| YTD | +45.5% | +32.4% | +13.1% | +18.9% |
| 1Y | +59.3% | +38.6% | +20.7% | +26.0% |
| 3Y | +153.1% | +136.4% | +16.7% | +40.1% |
| 5Y | +158.2% | +162.8% | -4.6% | +32.0% |
| 10Y | +1,370.8% | +720.3% | +650.5% | +316.7% |
| All | +1,370.8% | +715.8% | +655.0% | +316.7% |
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