+61.4%
AMAT vs HYG
+1.8%
+59.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -7.3% |
| 7D | -11.2% | -0.1% | -11.1% | -10.6% |
| 30D | -31.9% | +0.7% | -32.6% | -34.5% |
| 3M | -32.3% | -2.0% | -30.3% | -22.5% |
| 6M | -5.4% | -0.9% | -4.5% | +1.7% |
| YTD | +44.3% | +0.1% | +44.2% | +50.9% |
| 1Y | +61.4% | +1.6% | +59.8% | +50.2% |
| All | +61.4% | +1.8% | +59.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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