+61.4%
AMAT vs HST
+76.4%
-15.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | -11.2% | +3.3% | -14.5% | -12.0% |
| 30D | -31.9% | +16.4% | -48.2% | -34.8% |
| 3M | -32.3% | +5.5% | -37.8% | -33.3% |
| 6M | -5.4% | +31.1% | -36.5% | -15.1% |
| YTD | +44.3% | +55.9% | -11.7% | +25.0% |
| 1Y | +61.4% | +75.6% | -14.2% | +39.0% |
| All | +61.4% | +76.4% | -15.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling