+124.0%
HL vs SOXQ
+286.7%
-162.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.1% |
| 7D | -4.4% | +0.8% | -5.1% | -4.7% |
| 30D | +9.3% | -4.6% | +13.9% | +11.9% |
| 3M | +32.0% | -10.2% | +42.1% | +37.8% |
| 6M | -6.4% | +49.7% | -56.1% | -25.1% |
| YTD | +3.1% | +67.2% | -64.1% | -21.5% |
| 1Y | +77.6% | +98.0% | -20.4% | +24.8% |
| 3Y | +392.8% | +237.2% | +155.7% | +157.7% |
| 5Y | +234.1% | +261.3% | -27.2% | +43.3% |
| All | +124.0% | +286.7% | -162.6% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling