-41.7%
TECH vs HIG
+122.5%
-164.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | +0.1% | -4.9% | +5.0% | +1.8% |
| 3M | +37.5% | +6.8% | +30.7% | +33.9% |
| 6M | +34.6% | -1.7% | +36.3% | +34.7% |
| YTD | +23.5% | -0.2% | +23.7% | +22.8% |
| 1Y | +34.4% | +5.7% | +28.7% | +30.5% |
| 3Y | +2.3% | +100.3% | -98.0% | -24.3% |
| 5Y | -41.7% | +118.5% | -160.2% | -58.5% |
| All | -41.7% | +122.5% | -164.3% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling