+179.4%
AMAT vs HYG
+3.2%
+176.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -0.1% |
| 7D | +4.2% | -0.7% | +4.9% | +9.6% |
| 30D | -13.5% | -0.6% | -13.0% | -10.1% |
| 3M | -8.6% | +0.4% | -9.0% | -10.4% |
| 6M | +31.6% | +1.2% | +30.3% | +25.7% |
| YTD | +77.3% | +1.5% | +75.8% | +68.6% |
| 1Y | +179.4% | +3.2% | +176.2% | +140.4% |
| All | +179.4% | +3.2% | +176.2% | +140.4% |
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