+644.2%
HWM vs SOXQ
+283.8%
+360.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.8% | -1.8% |
| 7D | -2.1% | +2.3% | -4.5% | -3.1% |
| 30D | -11.0% | -2.3% | -8.7% | -10.5% |
| 3M | +4.0% | -13.8% | +17.8% | +7.9% |
| 6M | -0.2% | +48.6% | -48.8% | -19.2% |
| YTD | +26.7% | +66.0% | -39.3% | -2.6% |
| 1Y | +44.7% | +107.9% | -63.2% | 0.0% |
| 3Y | +426.1% | +224.1% | +201.9% | +185.2% |
| 5Y | +738.5% | +256.6% | +481.9% | +321.3% |
| All | +644.2% | +283.8% | +360.4% | +274.2% |
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