+1,707.5%
AMAT vs HLT
+572.6%
+1,134.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.4% |
| 7D | +6.9% | -1.5% | +8.4% | +7.8% |
| 30D | -10.1% | -1.2% | -8.9% | -9.7% |
| 3M | -6.0% | -10.3% | +4.4% | +0.2% |
| 6M | +38.6% | +1.3% | +37.4% | +35.9% |
| YTD | +83.1% | +7.0% | +76.1% | +72.4% |
| 1Y | +188.3% | +11.9% | +176.5% | +161.6% |
| 3Y | +225.3% | +100.7% | +124.7% | +100.8% |
| 5Y | +262.0% | +147.5% | +114.4% | +93.7% |
| 10Y | +1,707.5% | +586.5% | +1,120.9% | +439.5% |
| All | +1,707.5% | +572.6% | +1,134.8% | +439.5% |
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