-100.0%
SOXS vs HLT
+99.0%
-199.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | -4.7% | -1.6% | -3.1% | -8.0% |
| 30D | +7.7% | -5.0% | +12.8% | -4.0% |
| 3M | -10.2% | -10.4% | +0.2% | -29.8% |
| 6M | -99.2% | +3.2% | -102.4% | -98.8% |
| YTD | -99.5% | +6.7% | -106.3% | -99.2% |
| 1Y | -99.8% | +10.3% | -110.0% | -99.6% |
| 3Y | -100.0% | +99.3% | -199.3% | -99.8% |
| All | -100.0% | +99.0% | -199.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 3y: compounded portfolio wealth divided by compounded HLT 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…
3y analysis · Full analysis span regression · 6 months rolling