+201.5%
AMD vs HLT
+149.0%
+52.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.9% |
| 7D | -11.0% | +3.8% | -14.8% | -13.6% |
| 30D | -30.5% | +15.6% | -46.0% | -38.4% |
| 3M | -8.2% | +15.1% | -23.3% | -18.9% |
| 6M | +6.6% | +15.3% | -8.8% | -7.1% |
| YTD | +109.7% | +29.1% | +80.5% | +64.4% |
| 1Y | +88.9% | +39.9% | +49.0% | +36.7% |
| 3Y | +301.8% | +138.7% | +163.1% | +75.5% |
| All | +201.5% | +149.0% | +52.6% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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