+1,537.1%
SOXX vs HIG
+313.7%
+1,223.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -1.5% | +2.8% | +1.9% |
| 30D | -3.6% | -0.4% | -3.2% | -3.6% |
| 3M | -10.2% | +6.7% | -16.8% | -12.9% |
| 6M | +54.2% | +2.0% | +52.3% | +51.1% |
| YTD | +75.2% | +0.3% | +74.9% | +72.3% |
| 1Y | +107.5% | +4.2% | +103.3% | +100.4% |
| 3Y | +226.8% | +102.2% | +124.5% | +139.9% |
| 5Y | +251.2% | +118.5% | +132.7% | +149.2% |
| All | +1,537.1% | +313.7% | +1,223.5% | +837.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling