+203.0%
AMAT vs HWM
+426.8%
-223.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | -2.1% | +0.6% | -0.8% |
| 30D | -14.8% | -11.0% | -3.8% | -10.2% |
| 3M | -9.3% | +4.0% | -13.3% | -11.3% |
| 6M | +27.4% | -0.2% | +27.6% | +26.5% |
| YTD | +77.6% | +26.7% | +50.9% | +57.7% |
| 1Y | +188.9% | +44.7% | +144.2% | +141.5% |
| All | +203.0% | +426.8% | -223.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling