+247.2%
AMAT vs HIG
+124.5%
+122.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -14.8% | -3.2% | -11.6% | -14.1% |
| 3M | -9.3% | +9.1% | -18.4% | -12.9% |
| 6M | +27.4% | -1.8% | +29.2% | +27.1% |
| YTD | +77.6% | +1.8% | +75.8% | +74.1% |
| 1Y | +188.9% | +4.6% | +184.4% | +178.8% |
| 3Y | +202.3% | +101.6% | +100.7% | +91.3% |
| All | +247.2% | +124.5% | +122.8% | +95.7% |
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