+66.9%
AMAT vs HYG
+1.5%
+65.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.4% |
| 7D | +11.4% | -0.4% | +11.7% | +14.3% |
| 30D | -17.0% | +0.7% | -17.7% | -20.0% |
| 3M | -30.6% | -2.1% | -28.5% | -19.4% |
| 6M | -14.9% | -0.8% | -14.1% | -8.8% |
| YTD | +44.7% | +0.3% | +44.4% | +50.2% |
| 1Y | +66.9% | +1.8% | +65.1% | +51.4% |
| All | +66.9% | +1.5% | +65.4% | +51.4% |
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