+59.3%
AMAT vs HWM
+5.1%
+54.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -1.4% |
| 30D | -26.5% | -2.7% | -23.8% | -25.4% |
| 3M | -28.6% | -22.7% | -5.8% | -18.6% |
| 6M | -14.2% | -18.9% | +4.7% | -5.2% |
| YTD | +45.5% | +7.1% | +38.4% | +31.3% |
| 1Y | +59.3% | +4.7% | +54.7% | +48.7% |
| All | +59.3% | +5.1% | +54.2% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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