+309.7%
HIG vs AMBA
-5.3%
+315.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -1.1% | -6.4% | +5.3% | -0.5% |
| 30D | -4.9% | -26.8% | +21.9% | -2.0% |
| 3M | +6.8% | -7.6% | +14.4% | +6.2% |
| 6M | -1.7% | +21.2% | -22.9% | -6.3% |
| YTD | -0.2% | -10.4% | +10.2% | -1.9% |
| 1Y | +5.7% | -24.4% | +30.1% | +5.1% |
| 3Y | +100.3% | +6.0% | +94.3% | +82.7% |
| 5Y | +118.5% | -53.9% | +172.4% | +108.9% |
| 10Y | +309.7% | -6.2% | +315.9% | +207.0% |
| All | +309.7% | -5.3% | +315.0% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling