+126.3%
HIG vs AMBA
-54.5%
+180.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.3% | -11.0% | +11.3% | +0.9% |
| 30D | -3.2% | -23.2% | +19.9% | -1.9% |
| 3M | +9.1% | -12.7% | +21.9% | +9.0% |
| 6M | -1.8% | +11.2% | -13.0% | -4.2% |
| YTD | +1.8% | -11.2% | +13.0% | +0.8% |
| 1Y | +4.6% | -22.5% | +27.1% | +4.0% |
| 3Y | +101.6% | -1.3% | +103.0% | +90.0% |
| All | +126.3% | -54.5% | +180.8% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling