+228.1%
AMAT vs HLT
+105.8%
+122.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.1% | +5.3% |
| 7D | +7.0% | -2.4% | +9.4% | +8.5% |
| 30D | -12.2% | -4.1% | -8.1% | -10.1% |
| 3M | -3.8% | -10.6% | +6.7% | +2.7% |
| 6M | +45.9% | +2.0% | +43.9% | +41.2% |
| YTD | +84.6% | +6.1% | +78.5% | +72.5% |
| 1Y | +193.4% | +9.8% | +183.6% | +165.0% |
| 3Y | +228.1% | +99.0% | +129.1% | +87.6% |
| All | +228.1% | +105.8% | +122.2% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling