+73.7%
AMAT vs HIG
+6.5%
+67.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +5.6% |
| 7D | +7.0% | -0.7% | +7.6% | +6.0% |
| 30D | -20.6% | +5.4% | -26.0% | -15.2% |
| 3M | -24.8% | -0.9% | -23.8% | -24.9% |
| 6M | -10.7% | +4.8% | -15.5% | -3.5% |
| YTD | +54.3% | +0.9% | +53.4% | +66.5% |
| 1Y | +73.7% | +6.5% | +67.3% | +96.1% |
| All | +73.7% | +6.5% | +67.2% | +96.1% |
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