+2,502.1%
SOXX vs HIG
+257.0%
+2,245.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.0% | -2.3% | +5.3% | +3.5% |
| 30D | -3.1% | -1.2% | -1.9% | -3.0% |
| 3M | -4.4% | +6.3% | -10.7% | -6.1% |
| 6M | +52.9% | +0.6% | +52.3% | +51.4% |
| YTD | +72.0% | +0.6% | +71.4% | +70.2% |
| 1Y | +105.1% | +6.1% | +99.0% | +100.2% |
| 3Y | +220.6% | +102.0% | +118.6% | +170.2% |
| 5Y | +244.8% | +119.2% | +125.6% | +185.6% |
| 10Y | +1,537.1% | +312.5% | +1,224.7% | +1,053.9% |
| All | +2,502.1% | +257.0% | +2,245.1% | +1,195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling