+183.5%
TECH vs HIG
+315.0%
-131.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | 0.0% | -1.2% | +1.2% | +0.3% |
| 3M | +37.4% | +6.3% | +31.1% | +35.1% |
| 6M | +36.9% | +0.6% | +36.3% | +36.1% |
| YTD | +23.1% | +0.6% | +22.5% | +22.4% |
| 1Y | +42.2% | +6.1% | +36.1% | +39.4% |
| 3Y | +1.9% | +102.0% | -100.0% | -15.1% |
| 5Y | -42.9% | +119.2% | -162.1% | -53.6% |
| All | +183.5% | +315.0% | -131.5% | +90.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling