+747.6%
HIG vs AMBA
+772.6%
-25.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -2.8% |
| 7D | +1.1% | -7.2% | +8.3% | +1.7% |
| 30D | +5.6% | -10.4% | +15.9% | +6.4% |
| 3M | -6.9% | -30.1% | +23.2% | -4.1% |
| 6M | +1.3% | -22.4% | +23.7% | +1.5% |
| YTD | -1.5% | -17.3% | +15.9% | -2.6% |
| 1Y | +6.6% | -35.4% | +42.0% | +7.8% |
| 3Y | +91.2% | +18.6% | +72.6% | +73.0% |
| 5Y | +106.1% | -69.8% | +175.9% | +108.8% |
| 10Y | +283.7% | +1.1% | +282.6% | +210.2% |
| All | +747.6% | +772.6% | -25.0% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling