+57.7%
AMGN vs HIG
+101.1%
-43.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -13.7% | -1.5% | -12.2% | -13.2% |
| 30D | -8.8% | -0.4% | -8.4% | -8.7% |
| 3M | +7.2% | +6.7% | +0.5% | +5.1% |
| 6M | +1.3% | +2.0% | -0.7% | +0.5% |
| YTD | +17.6% | +0.3% | +17.4% | +17.3% |
| 1Y | +37.2% | +4.2% | +33.0% | +35.0% |
| 3Y | +57.7% | +102.2% | -44.5% | +26.0% |
| All | +57.7% | +101.1% | -43.4% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling