+147.1%
AMAT vs HLT
+150.8%
-3.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.6% | +10.9% |
| 7D | -1.1% | +2.3% | -3.4% | -2.5% |
| 30D | -26.9% | +14.3% | -41.2% | -33.6% |
| 3M | -31.2% | +17.6% | -48.8% | -39.0% |
| 6M | -14.7% | +17.9% | -32.6% | -25.3% |
| YTD | +44.7% | +30.1% | +14.6% | +17.2% |
| 1Y | +62.0% | +36.8% | +25.1% | +25.8% |
| 3Y | +165.0% | +137.6% | +27.4% | +33.2% |
| 5Y | +147.1% | +154.9% | -7.8% | +13.8% |
| All | +147.1% | +150.8% | -3.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling