+268.9%
AMAT vs HLT
+149.2%
+119.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.1% | +5.5% |
| 7D | +7.0% | -2.4% | +9.4% | +8.7% |
| 30D | -12.2% | -4.1% | -8.1% | -9.9% |
| 3M | -3.8% | -10.6% | +6.7% | +3.1% |
| 6M | +45.9% | +2.0% | +43.9% | +41.7% |
| YTD | +84.6% | +6.1% | +78.5% | +73.3% |
| 1Y | +193.4% | +9.8% | +183.6% | +166.1% |
| 3Y | +228.1% | +99.0% | +129.1% | +89.7% |
| 5Y | +268.9% | +151.5% | +117.5% | +79.0% |
| All | +268.9% | +149.2% | +119.8% | +79.0% |
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