+43.3%
AMAT vs HST
+57.3%
-14.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | -14.7% | -2.7% | -12.0% | -13.1% |
| 30D | -36.1% | +10.7% | -46.8% | -37.7% |
| 3M | -36.9% | +6.3% | -43.1% | -37.5% |
| 6M | -22.2% | +19.0% | -41.2% | -28.7% |
| YTD | +29.9% | +47.0% | -17.1% | +9.2% |
| 1Y | +43.3% | +53.4% | -10.2% | +18.1% |
| All | +43.3% | +57.3% | -14.0% | +18.1% |
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