-100.0%
SOXS vs HAL
+59.0%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -5.6% |
| 7D | -15.6% | +0.5% | -16.1% | -15.3% |
| 30D | +4.8% | +15.9% | -11.2% | +19.7% |
| 3M | -21.6% | -8.7% | -12.9% | -28.8% |
| 6M | -99.3% | +9.0% | -108.4% | -99.4% |
| YTD | -99.5% | +32.0% | -131.5% | -99.5% |
| 1Y | -99.8% | +72.5% | -172.2% | -99.7% |
| 3Y | -100.0% | -4.5% | -95.4% | -100.0% |
| 5Y | -100.0% | +109.7% | -209.7% | -100.0% |
| 10Y | -100.0% | +1.2% | -101.2% | -100.0% |
| All | -100.0% | +59.0% | -159.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling