-100.0%
SOXS vs HAS
+10.2%
-110.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -7.9% |
| 7D | -15.6% | -3.1% | -12.5% | -19.1% |
| 30D | +4.8% | -2.7% | +7.5% | +0.6% |
| 3M | -21.6% | +8.9% | -30.5% | -11.0% |
| 6M | -99.3% | -2.9% | -96.4% | -99.4% |
| YTD | -99.5% | +12.6% | -112.2% | -99.4% |
| 1Y | -99.8% | +17.5% | -117.2% | -99.7% |
| 3Y | -100.0% | +46.2% | -146.2% | -100.0% |
| 5Y | -100.0% | +12.6% | -112.6% | -100.0% |
| All | -100.0% | +10.2% | -110.2% | -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 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