+740.2%
AMAT vs HUT
+422.3%
+317.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.9% | +3.5% |
| 7D | -1.5% | +17.8% | -19.3% | -3.6% |
| 30D | -14.8% | +0.8% | -15.6% | -15.1% |
| 3M | -9.3% | -26.8% | +17.5% | -6.3% |
| 6M | +27.4% | +72.6% | -45.2% | +18.0% |
| YTD | +77.6% | +103.6% | -26.1% | +60.4% |
| 1Y | +188.9% | +265.3% | -76.3% | +140.2% |
| 3Y | +202.3% | +689.4% | -487.1% | +110.9% |
| 5Y | +248.9% | +75.3% | +173.6% | +153.6% |
| All | +740.2% | +422.3% | +317.9% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 all: compounded portfolio wealth divided by compounded HUT 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…
all analysis · Full analysis span regression · 6 months rolling