+337.5%
AMD vs HIG
+124.5%
+213.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -0.9% | -3.2% | +2.3% | -0.1% |
| 3M | -8.7% | +9.1% | -17.9% | -12.2% |
| 6M | +136.3% | -1.8% | +138.1% | +135.7% |
| YTD | +123.0% | +1.8% | +121.2% | +117.9% |
| 1Y | +195.2% | +4.6% | +190.6% | +183.5% |
| 3Y | +336.3% | +101.6% | +234.7% | +174.5% |
| All | +337.5% | +124.5% | +213.1% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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