+324.2%
SMH vs HIG
+118.8%
+205.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | -2.2% | -1.2% | -1.0% | -2.0% |
| 3M | -1.9% | +6.3% | -8.2% | -4.4% |
| 6M | +41.0% | +0.6% | +40.4% | +39.4% |
| YTD | +55.6% | +0.6% | +55.0% | +53.5% |
| 1Y | +86.8% | +6.1% | +80.7% | +79.6% |
| 3Y | +277.7% | +102.0% | +175.7% | +153.0% |
| 5Y | +324.2% | +119.2% | +205.0% | +159.4% |
| All | +324.2% | +118.8% | +205.4% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling