+142.7%
AMAT vs HST
+77.0%
+65.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | -14.7% | -2.7% | -12.0% | -13.0% |
| 30D | -36.1% | +10.7% | -46.8% | -39.5% |
| 3M | -36.9% | +6.3% | -43.1% | -38.8% |
| 6M | -22.2% | +19.0% | -41.2% | -30.4% |
| YTD | +29.9% | +47.0% | -17.1% | +1.7% |
| 1Y | +43.3% | +53.4% | -10.2% | +8.8% |
| 3Y | +142.7% | +78.0% | +64.7% | +61.6% |
| All | +142.7% | +77.0% | +65.6% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling