+1,049.0%
ATI vs HIG
+118.8%
+930.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.8% |
| 7D | -2.7% | -2.3% | -0.4% | -1.4% |
| 30D | -13.5% | -1.2% | -12.3% | -13.0% |
| 3M | +8.5% | +6.3% | +2.2% | +3.4% |
| 6M | +25.2% | +0.6% | +24.6% | +23.1% |
| YTD | +73.4% | +0.6% | +72.8% | +70.0% |
| 1Y | +160.5% | +6.1% | +154.4% | +145.2% |
| 3Y | +347.3% | +102.0% | +245.3% | +148.5% |
| 5Y | +1,049.0% | +119.2% | +929.8% | +486.5% |
| All | +1,049.0% | +118.8% | +930.2% | +486.5% |
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