+2,672.5%
AMAT vs HLT
+813.2%
+1,859.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.8% | +6.5% |
| 7D | +7.0% | +0.1% | +6.9% | +7.1% |
| 30D | -20.6% | +15.1% | -35.7% | -27.3% |
| 3M | -24.8% | +19.8% | -44.6% | -33.1% |
| 6M | -10.7% | +19.6% | -30.3% | -21.1% |
| YTD | +54.3% | +31.4% | +22.9% | +28.2% |
| 1Y | +73.7% | +38.0% | +35.7% | +39.7% |
| 3Y | +168.4% | +134.7% | +33.7% | +55.3% |
| 5Y | +167.6% | +166.2% | +1.4% | +42.5% |
| 10Y | +1,425.2% | +705.6% | +719.6% | +343.0% |
| All | +2,672.5% | +813.2% | +1,859.3% | +675.2% |
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