+61.4%
AMAT vs HIG
+12.7%
+48.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -0.6% |
| 7D | -11.2% | +6.2% | -17.4% | -4.7% |
| 30D | -31.9% | +9.4% | -41.3% | -24.1% |
| 3M | -32.3% | -2.3% | -30.0% | -33.4% |
| 6M | -5.4% | +4.2% | -9.6% | +2.5% |
| YTD | +44.3% | +1.6% | +42.7% | +56.9% |
| 1Y | +61.4% | +9.9% | +51.5% | +90.0% |
| All | +61.4% | +12.7% | +48.6% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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