+167.6%
AMAT vs HYG
+18.1%
+149.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +5.4% |
| 7D | +7.0% | -0.2% | +7.2% | +7.9% |
| 30D | -20.6% | +0.6% | -21.2% | -21.8% |
| 3M | -24.8% | -1.2% | -23.5% | -21.8% |
| 6M | -10.7% | -0.4% | -10.4% | -8.9% |
| YTD | +54.3% | +0.8% | +53.5% | +53.5% |
| 1Y | +73.7% | +1.7% | +72.0% | +69.0% |
| 3Y | +168.4% | +24.7% | +143.7% | +55.8% |
| 5Y | +167.6% | +18.4% | +149.2% | +126.1% |
| All | +167.6% | +18.1% | +149.4% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling