-100.0%
SOXS vs HDB
+346.5%
-446.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.5% | +10.6% | +11.6% |
| 7D | -28.4% | +2.7% | -31.2% | -25.6% |
| 30D | +19.4% | +14.1% | +5.3% | +37.1% |
| 3M | +28.2% | +11.8% | +16.3% | +44.7% |
| 6M | -37.7% | +8.2% | -45.9% | -31.3% |
| YTD | -91.6% | -29.3% | -62.3% | -94.2% |
| 1Y | -93.1% | -28.8% | -64.3% | -95.2% |
| 3Y | -99.7% | -7.5% | -92.2% | -99.7% |
| 5Y | -99.9% | -23.1% | -76.9% | -99.9% |
| 10Y | -100.0% | +63.7% | -163.7% | -100.0% |
| All | -100.0% | +346.5% | -446.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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