-100.0%
SOXS vs HL
+314.4%
-414.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.0% |
| 7D | -16.6% | +0.4% | -17.0% | -16.5% |
| 30D | -4.4% | +18.8% | -23.2% | +4.7% |
| 3M | -26.2% | +43.7% | -70.0% | -5.6% |
| 6M | -99.3% | -1.0% | -98.2% | -98.9% |
| YTD | -99.5% | +8.7% | -108.2% | -99.2% |
| 1Y | -99.8% | +105.0% | -204.8% | -99.5% |
| 3Y | -100.0% | +427.3% | -527.3% | -99.9% |
| 5Y | -100.0% | +249.3% | -349.3% | -100.0% |
| 10Y | -100.0% | +284.2% | -384.2% | -100.0% |
| All | -100.0% | +314.4% | -414.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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