-100.0%
SOXS vs HAS
+315.4%
-415.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.5% | -9.7% | -10.8% |
| 7D | -7.0% | -1.8% | -5.2% | -9.0% |
| 30D | +2.8% | +2.3% | +0.5% | +5.4% |
| 3M | -9.8% | +10.4% | -20.2% | +3.5% |
| 6M | -99.2% | -3.2% | -95.9% | -99.2% |
| YTD | -99.5% | +15.4% | -114.9% | -99.4% |
| 1Y | -99.8% | +18.8% | -118.6% | -99.7% |
| 3Y | -100.0% | +43.9% | -143.9% | -100.0% |
| 5Y | -100.0% | +13.9% | -113.9% | -100.0% |
| 10Y | -100.0% | +56.4% | -156.4% | -100.0% |
| All | -100.0% | +315.4% | -415.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling