+141.4%
HLT vs SOXQ
+286.7%
-145.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | -5.0% | -4.6% | -0.5% | -3.8% |
| 3M | -10.4% | -10.2% | -0.2% | -8.7% |
| 6M | +3.2% | +49.7% | -46.4% | -14.5% |
| YTD | +6.7% | +67.2% | -60.5% | -15.8% |
| 1Y | +10.3% | +98.0% | -87.7% | -19.7% |
| 3Y | +99.3% | +237.2% | -137.8% | +8.0% |
| 5Y | +143.7% | +261.3% | -117.6% | +24.4% |
| All | +141.4% | +286.7% | -145.3% | +23.0% |
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