-100.0%
SOXS vs HAS
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -3.7% |
| 7D | -16.6% | -4.8% | -11.7% | -21.5% |
| 30D | -4.4% | -5.1% | +0.8% | -10.6% |
| 3M | -26.2% | +6.4% | -32.6% | -19.3% |
| 6M | -99.3% | -5.6% | -93.6% | -99.3% |
| YTD | -99.5% | +11.0% | -110.5% | -99.5% |
| 1Y | -99.8% | +16.8% | -116.6% | -99.7% |
| 3Y | -100.0% | +44.0% | -144.0% | -100.0% |
| 5Y | -100.0% | +11.0% | -111.0% | -100.0% |
| 10Y | -100.0% | +56.0% | -156.0% | -100.0% |
| All | -100.0% | +54.3% | -154.3% | -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