+87.6%
SMH vs HIG
+5.5%
+82.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.2% |
| 7D | +0.3% | -1.5% | +1.7% | -0.7% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -6.7% | +6.7% | -13.4% | -2.4% |
| 6M | +41.8% | +2.0% | +39.8% | +46.7% |
| YTD | +57.9% | +0.3% | +57.6% | +62.9% |
| 1Y | +87.6% | +4.2% | +83.4% | +101.5% |
| All | +87.6% | +5.5% | +82.1% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling