-100.0%
SOXS vs HIMS
+188.0%
-288.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -4.1% |
| 7D | -15.6% | -0.9% | -14.6% | -15.9% |
| 30D | +4.8% | -10.8% | +15.6% | +0.5% |
| 3M | -21.6% | +3.7% | -25.3% | -11.7% |
| 6M | -99.3% | +79.0% | -178.3% | -98.9% |
| YTD | -99.5% | -13.2% | -86.3% | -99.4% |
| 1Y | -99.8% | -43.3% | -56.5% | -99.8% |
| 3Y | -100.0% | +331.4% | -431.4% | -99.9% |
| 5Y | -100.0% | +230.2% | -330.2% | -100.0% |
| All | -100.0% | +188.0% | -288.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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