-22.2%
AMAT vs HIG
+0.4%
-22.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +0.6% |
| 7D | -14.7% | +1.1% | -15.8% | -13.0% |
| 30D | -36.1% | +5.6% | -41.7% | -29.4% |
| 3M | -36.9% | -6.9% | -30.0% | -45.0% |
| 6M | -22.2% | +1.3% | -23.5% | -12.6% |
| All | -22.2% | +0.4% | -22.6% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling