+1,020.5%
ATI vs HIG
+427.0%
+593.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +13.0% | -0.1% | +13.1% | +12.9% |
| 30D | +0.2% | +4.4% | -4.2% | -1.6% |
| 3M | -17.5% | 0.0% | -17.5% | -17.8% |
| 6M | +18.1% | +3.8% | +14.3% | +15.4% |
| YTD | +65.7% | +0.7% | +65.0% | +63.4% |
| 1Y | +91.9% | +5.0% | +86.9% | +86.3% |
| 3Y | +335.2% | +95.3% | +239.9% | +236.1% |
| 5Y | +1,004.3% | +110.8% | +893.5% | +735.1% |
| 10Y | +1,019.2% | +261.9% | +757.4% | +617.1% |
| All | +1,020.5% | +427.0% | +593.5% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling