+52.5%
SOXX vs HIG
+12.7%
+39.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -0.9% |
| 7D | -13.7% | +6.2% | -19.9% | -8.5% |
| 30D | -23.6% | +9.4% | -33.0% | -16.6% |
| 3M | -16.9% | -2.3% | -14.5% | -17.6% |
| 6M | -2.4% | +4.2% | -6.6% | +4.7% |
| YTD | +49.8% | +1.6% | +48.2% | +60.1% |
| 1Y | +52.5% | +9.9% | +42.6% | +71.0% |
| All | +52.5% | +12.7% | +39.8% | +71.0% |
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