+1,141.3%
ATI vs HIG
+432.7%
+708.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.4% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +2.7% | -3.2% | +5.9% | +3.9% |
| 3M | +16.3% | +9.1% | +7.2% | +12.1% |
| 6M | +30.2% | -1.8% | +32.0% | +30.1% |
| YTD | +83.6% | +1.8% | +81.8% | +80.9% |
| 1Y | +173.0% | +4.6% | +168.4% | +166.1% |
| 3Y | +356.6% | +101.6% | +255.0% | +249.7% |
| 5Y | +1,074.2% | +124.5% | +949.7% | +771.8% |
| 10Y | +1,136.2% | +317.8% | +818.4% | +659.6% |
| All | +1,141.3% | +432.7% | +708.6% | +386.7% |
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