-99.9%
SOXS vs HAS
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.8% | -19.9% | -16.0% |
| 7D | -22.3% | +2.0% | -24.3% | -19.2% |
| 30D | +21.9% | +30.9% | -9.1% | +69.9% |
| 3M | +4.2% | +28.8% | -24.5% | +40.5% |
| 6M | -43.4% | +32.3% | -75.7% | -21.7% |
| YTD | -92.5% | +54.7% | -147.2% | -86.6% |
| 1Y | -93.5% | +63.2% | -156.7% | -87.2% |
| 3Y | -99.7% | +220.7% | -320.4% | -98.0% |
| 5Y | -99.9% | +53.3% | -153.3% | -99.8% |
| All | -99.9% | +54.3% | -154.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling