+66.9%
AMAT vs HLT
+36.0%
+30.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +0.7% | +10.6% | +11.2% |
| 30D | -17.0% | +13.7% | -30.8% | -19.2% |
| 3M | -30.6% | +16.3% | -47.0% | -32.9% |
| 6M | -14.9% | +19.9% | -34.9% | -19.8% |
| YTD | +44.7% | +30.1% | +14.6% | +32.5% |
| 1Y | +66.9% | +38.5% | +28.4% | +49.9% |
| All | +66.9% | +36.0% | +30.9% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling