+59.3%
AMAT vs HST
+55.2%
+4.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.3% | +6.6% | +9.0% |
| 7D | -2.5% | +0.6% | -3.0% | -2.5% |
| 30D | -26.5% | +14.5% | -41.0% | -29.8% |
| 3M | -28.6% | +15.4% | -44.0% | -32.1% |
| 6M | -14.2% | +22.0% | -36.2% | -22.7% |
| YTD | +45.5% | +54.9% | -9.4% | +17.5% |
| 1Y | +59.3% | +54.0% | +5.4% | +28.7% |
| All | +59.3% | +55.2% | +4.1% | +28.7% |
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