+1,665.8%
AMAT vs HIG
+304.7%
+1,361.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +5.9% | +4.8% |
| 7D | +7.0% | -1.1% | +8.1% | +7.4% |
| 30D | -12.2% | -4.9% | -7.3% | -10.6% |
| 3M | -3.8% | +6.8% | -10.6% | -7.7% |
| 6M | +45.9% | -1.7% | +47.6% | +44.2% |
| YTD | +84.6% | -0.2% | +84.9% | +80.7% |
| 1Y | +193.4% | +5.7% | +187.7% | +178.1% |
| 3Y | +228.1% | +100.3% | +127.8% | +121.7% |
| 5Y | +268.9% | +118.5% | +150.5% | +137.8% |
| 10Y | +1,665.8% | +309.7% | +1,356.0% | +755.5% |
| All | +1,665.8% | +304.7% | +1,361.1% | +755.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling