-33.7%
HDB vs SOXQ
+258.1%
-291.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.1% | +6.5% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +1.0% | -4.6% | +5.6% | +1.8% |
| 3M | -2.0% | -10.2% | +8.2% | -0.8% |
| 6M | -18.1% | +49.7% | -67.8% | -26.4% |
| YTD | -36.1% | +67.2% | -103.4% | -44.1% |
| 1Y | -34.0% | +98.0% | -132.1% | -44.7% |
| 3Y | -26.7% | +237.2% | -263.9% | -49.4% |
| All | -33.7% | +258.1% | -291.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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