+184.2%
TECH vs HIG
+314.3%
-130.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +0.3% | -2.8% | +3.1% | +0.9% |
| 3M | +32.9% | +6.3% | +26.6% | +30.7% |
| 6M | +32.1% | -0.1% | +32.2% | +31.6% |
| YTD | +23.4% | +0.4% | +22.9% | +22.7% |
| 1Y | +34.1% | +6.2% | +27.8% | +31.3% |
| 3Y | +2.2% | +101.6% | -99.4% | -14.9% |
| 5Y | -41.8% | +119.8% | -161.7% | -52.7% |
| All | +184.2% | +314.3% | -130.1% | +90.8% |
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