+2,694.4%
AMAT vs HYG
+150.1%
+2,544.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +5.7% |
| 7D | +7.0% | -0.2% | +7.2% | +7.5% |
| 30D | -20.6% | +0.6% | -21.2% | -21.2% |
| 3M | -24.8% | -1.2% | -23.5% | -23.2% |
| 6M | -10.7% | -0.4% | -10.4% | -9.7% |
| YTD | +54.3% | +0.8% | +53.5% | +54.1% |
| 1Y | +73.7% | +1.7% | +72.0% | +71.4% |
| 3Y | +168.4% | +24.7% | +143.7% | +100.2% |
| 5Y | +167.6% | +18.4% | +149.2% | +121.9% |
| 10Y | +1,425.2% | +57.6% | +1,367.6% | +871.4% |
| All | +2,694.4% | +150.1% | +2,544.3% | +1,053.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling