+1,587.5%
AMAT vs HST
+92.5%
+1,495.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | -14.8% | -12.3% | -2.5% | -9.2% |
| 3M | -9.3% | -6.4% | -2.9% | -6.8% |
| 6M | +27.4% | +15.0% | +12.4% | +17.9% |
| YTD | +77.6% | +30.5% | +47.1% | +53.8% |
| 1Y | +188.9% | +35.7% | +153.3% | +144.1% |
| 3Y | +202.3% | +68.4% | +133.9% | +126.5% |
| 5Y | +248.9% | +73.1% | +175.8% | +157.3% |
| All | +1,587.5% | +92.5% | +1,495.0% | +1,028.0% |
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 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