+132.8%
AMAT vs HST
+77.1%
+55.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.7% | -7.9% | -10.2% |
| 7D | -24.3% | -4.2% | -20.1% | -22.1% |
| 30D | -39.8% | +9.6% | -49.4% | -42.6% |
| 3M | -40.2% | -1.1% | -39.1% | -39.7% |
| 6M | -22.1% | +21.1% | -43.2% | -31.1% |
| YTD | +24.7% | +47.1% | -22.4% | -2.5% |
| 1Y | +33.3% | +64.0% | -30.8% | -3.4% |
| All | +132.8% | +77.1% | +55.7% | +55.0% |
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 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