+9,730.5%
AMAT vs HIG
+997.5%
+8,733.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | 0.0% |
| 7D | -2.5% | +2.1% | -4.6% | -2.9% |
| 30D | -26.5% | +6.7% | -33.3% | -27.8% |
| 3M | -28.6% | -1.9% | -26.6% | -28.6% |
| 6M | -14.2% | +5.3% | -19.6% | -16.3% |
| YTD | +45.5% | +1.3% | +44.1% | +42.8% |
| 1Y | +59.3% | +7.2% | +52.2% | +54.2% |
| 3Y | +153.1% | +96.6% | +56.5% | +110.1% |
| 5Y | +158.2% | +110.0% | +48.2% | +111.3% |
| 10Y | +1,370.8% | +268.4% | +1,102.4% | +939.4% |
| All | +9,730.5% | +997.5% | +8,733.0% | +3,963.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling