-99.7%
SOXS vs HAS
+221.5%
-321.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.8% | -19.9% | -16.3% |
| 7D | -22.3% | +2.0% | -24.3% | -19.7% |
| 30D | +21.9% | +30.9% | -9.1% | +61.7% |
| 3M | +4.2% | +28.8% | -24.5% | +34.2% |
| 6M | -43.4% | +32.3% | -75.7% | -25.1% |
| YTD | -92.5% | +54.7% | -147.2% | -87.3% |
| 1Y | -93.5% | +63.2% | -156.7% | -87.9% |
| All | -99.7% | +221.5% | -321.2% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling