-100.0%
SOXS vs HAS
+99.1%
-199.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | -1.5% |
| 7D | -43.7% | +1.6% | -45.3% | -42.1% |
| 30D | +22.2% | +26.6% | -4.4% | +62.1% |
| 3M | +13.0% | +29.0% | -16.0% | +51.8% |
| 6M | -47.7% | +30.6% | -78.3% | -29.2% |
| YTD | -92.5% | +51.5% | -144.0% | -87.2% |
| 1Y | -93.1% | +58.5% | -151.6% | -87.5% |
| 3Y | -99.7% | +214.1% | -313.8% | -98.3% |
| 5Y | -99.9% | +50.2% | -150.2% | -99.8% |
| All | -100.0% | +99.1% | -199.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling