+147.1%
AMAT vs HWM
+565.4%
-418.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.3% | +8.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | -26.9% | -3.9% | -23.0% | -25.1% |
| 3M | -31.2% | -23.2% | -8.0% | -20.6% |
| 6M | -14.7% | -20.0% | +5.3% | -4.0% |
| YTD | +44.7% | +5.7% | +39.0% | +36.7% |
| 1Y | +62.0% | +4.9% | +57.1% | +53.5% |
| 3Y | +165.0% | +347.0% | -182.0% | -10.6% |
| 5Y | +147.1% | +563.0% | -415.9% | -41.7% |
| All | +147.1% | +565.4% | -418.3% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling