+282.9%
SMH vs HYG
+25.7%
+257.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +0.3% | -0.7% | +1.0% | +3.1% |
| 30D | -2.8% | -0.7% | -2.1% | 0.0% |
| 3M | -6.7% | -0.2% | -6.5% | -5.7% |
| 6M | +41.8% | +1.4% | +40.3% | +36.2% |
| YTD | +57.9% | +1.5% | +56.4% | +52.0% |
| 1Y | +87.6% | +2.9% | +84.7% | +72.4% |
| 3Y | +282.9% | +25.6% | +257.3% | +115.0% |
| All | +282.9% | +25.7% | +257.2% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling