+43.4%
SMH vs HYG
+1.8%
+41.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -6.3% |
| 7D | -11.2% | -0.1% | -11.1% | -10.6% |
| 30D | -20.4% | +0.7% | -21.2% | -23.2% |
| 3M | -12.4% | -2.0% | -10.4% | -1.3% |
| 6M | -0.5% | -0.9% | +0.4% | +6.2% |
| YTD | +40.0% | +0.1% | +40.0% | +44.3% |
| 1Y | +43.4% | +1.6% | +41.8% | +35.3% |
| All | +43.4% | +1.8% | +41.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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