+113.9%
SOXX vs HYG
+4.1%
+109.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.9% |
| 7D | +2.2% | -0.2% | +2.4% | +3.4% |
| 30D | -2.0% | +0.1% | -2.1% | -2.6% |
| 3M | -13.7% | +0.7% | -14.4% | -16.4% |
| 6M | +52.4% | +1.5% | +50.9% | +43.8% |
| YTD | +72.8% | +2.2% | +70.6% | +57.2% |
| 1Y | +113.9% | +3.9% | +110.0% | +77.7% |
| All | +113.9% | +4.1% | +109.8% | +77.7% |
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