+3,090.9%
AMAT vs HLT
+653.9%
+2,437.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | -1.5% | -3.3% | +1.8% | +0.5% |
| 30D | -14.8% | -4.1% | -10.7% | -12.8% |
| 3M | -9.3% | -7.9% | -1.3% | -5.3% |
| 6M | +27.4% | +2.2% | +25.2% | +24.6% |
| YTD | +77.6% | +8.5% | +69.1% | +66.7% |
| 1Y | +188.9% | +12.1% | +176.8% | +163.6% |
| 3Y | +202.3% | +107.6% | +94.7% | +89.0% |
| 5Y | +248.9% | +156.4% | +92.5% | +91.7% |
| 10Y | +1,585.2% | +566.3% | +1,018.9% | +452.3% |
| All | +3,090.9% | +653.9% | +2,437.0% | +907.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling