+203.0%
AMAT vs HST
+68.9%
+134.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -1.0% | -0.5% | -0.9% |
| 30D | -14.8% | -12.3% | -2.5% | -8.5% |
| 3M | -9.3% | -6.4% | -2.9% | -6.8% |
| 6M | +27.4% | +15.0% | +12.4% | +15.7% |
| YTD | +77.6% | +30.5% | +47.1% | +49.2% |
| 1Y | +188.9% | +35.7% | +153.3% | +135.9% |
| All | +203.0% | +68.9% | +134.1% | +113.7% |
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 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