+126.8%
HL vs SOXQ
+279.9%
-153.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -2.6% |
| 7D | -5.6% | +2.3% | -7.9% | -6.8% |
| 30D | +12.7% | -3.9% | +16.6% | +15.0% |
| 3M | +42.5% | -4.7% | +47.2% | +44.3% |
| 6M | -9.0% | +47.9% | -56.9% | -26.6% |
| YTD | +4.4% | +64.3% | -59.9% | -19.7% |
| 1Y | +82.7% | +95.7% | -13.0% | +29.3% |
| 3Y | +406.3% | +231.5% | +174.8% | +167.2% |
| 5Y | +238.2% | +255.0% | -16.8% | +46.5% |
| All | +126.8% | +279.9% | -153.2% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling