-40.6%
TECH vs HIG
+109.3%
-149.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +0.5% | +4.5% | -3.9% | -1.0% |
| 3M | +0.9% | -5.5% | +6.3% | +2.6% |
| 6M | +51.0% | +3.1% | +48.0% | +48.4% |
| YTD | +24.4% | -0.8% | +25.2% | +23.7% |
| 1Y | +27.6% | +6.1% | +21.5% | +23.6% |
| 3Y | +29.9% | +94.1% | -64.2% | -3.4% |
| 5Y | -40.6% | +106.4% | -147.1% | -58.0% |
| All | -40.6% | +109.3% | -149.9% | -58.0% |
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