+1,111.0%
AMAT vs HST
+142.9%
+968.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.7% | -7.9% | -10.7% |
| 7D | -24.3% | -4.2% | -20.1% | -22.4% |
| 30D | -39.8% | +9.6% | -49.4% | -42.4% |
| 3M | -40.2% | -1.1% | -39.1% | -39.9% |
| 6M | -22.1% | +21.1% | -43.2% | -29.7% |
| YTD | +24.7% | +47.1% | -22.4% | +1.7% |
| 1Y | +33.3% | +64.0% | -30.8% | +2.4% |
| 3Y | +133.9% | +77.1% | +56.7% | +71.2% |
| 5Y | +117.1% | +71.8% | +45.3% | +59.5% |
| All | +1,111.0% | +142.9% | +968.1% | +735.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling