+228.1%
AMAT vs HYG
+26.4%
+201.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.2% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | -12.2% | -0.1% | -12.1% | -12.0% |
| 3M | -3.8% | +1.0% | -4.8% | -6.8% |
| 6M | +45.9% | +2.3% | +43.6% | +36.0% |
| YTD | +84.6% | +2.1% | +82.5% | +74.0% |
| 1Y | +193.4% | +3.8% | +189.6% | +163.0% |
| 3Y | +228.1% | +26.7% | +201.4% | +87.9% |
| All | +228.1% | +26.4% | +201.7% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling