+153.2%
AMAT vs HIG
+107.2%
+46.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +19.3% | -0.1% | +19.5% | +19.3% |
| 30D | -17.9% | +4.4% | -22.3% | -18.9% |
| 3M | -30.4% | 0.0% | -30.5% | -30.7% |
| 6M | -11.4% | +3.8% | -15.2% | -13.7% |
| YTD | +48.8% | +0.7% | +48.1% | +45.9% |
| 1Y | +66.0% | +5.0% | +61.0% | +59.4% |
| 3Y | +158.8% | +95.3% | +63.5% | +64.6% |
| 5Y | +153.2% | +110.8% | +42.4% | +47.7% |
| All | +153.2% | +107.2% | +46.0% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling