+30.0%
SOXX vs HYG
+1.2%
+28.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.3% | -11.8% | -10.3% |
| 7D | -23.0% | -0.4% | -22.6% | -20.9% |
| 30D | -32.9% | 0.0% | -32.9% | -32.6% |
| 3M | -25.4% | -2.3% | -23.1% | -13.5% |
| 6M | -17.9% | -1.3% | -16.6% | -9.1% |
| YTD | +31.6% | -0.3% | +31.9% | +39.4% |
| 1Y | +30.0% | +1.2% | +28.8% | +25.7% |
| All | +30.0% | +1.2% | +28.7% | +25.7% |
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