+1,362.0%
AMAT vs HYG
+57.3%
+1,304.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.3% |
| 7D | +19.3% | -0.4% | +19.7% | +20.8% |
| 30D | -17.9% | +0.4% | -18.3% | -18.6% |
| 3M | -30.4% | -1.8% | -28.6% | -26.7% |
| 6M | -11.4% | -0.7% | -10.7% | -8.9% |
| YTD | +48.8% | +0.3% | +48.4% | +50.1% |
| 1Y | +66.0% | +1.4% | +64.6% | +63.1% |
| 3Y | +158.8% | +24.1% | +134.7% | +53.3% |
| 5Y | +153.2% | +17.8% | +135.4% | +81.1% |
| All | +1,362.0% | +57.3% | +1,304.8% | +505.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling