-100.0%
SOXS vs HAL
+102.8%
-202.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +10.9% | +5.8% |
| 7D | -9.4% | -3.3% | -6.1% | -11.7% |
| 30D | +6.2% | +7.2% | -1.1% | +12.5% |
| 3M | -28.0% | -8.8% | -19.2% | -33.8% |
| 6M | -99.2% | +3.0% | -102.2% | -99.3% |
| YTD | -99.5% | +29.4% | -128.9% | -99.4% |
| 1Y | -99.7% | +62.8% | -162.6% | -99.7% |
| 3Y | -100.0% | -6.4% | -93.5% | -100.0% |
| 5Y | -100.0% | +103.6% | -203.6% | -100.0% |
| All | -100.0% | +102.8% | -202.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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