-100.0%
SOXS vs HST
+109.4%
-209.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.7% |
| 7D | -9.4% | +0.7% | -10.1% | -8.6% |
| 30D | +6.2% | -0.7% | +6.8% | +5.2% |
| 3M | -28.0% | -4.0% | -24.0% | -31.8% |
| 6M | -99.2% | +20.7% | -119.9% | -98.1% |
| YTD | -99.5% | +31.0% | -130.5% | -98.6% |
| 1Y | -99.7% | +36.2% | -136.0% | -99.3% |
| 3Y | -100.0% | +66.6% | -166.6% | -99.9% |
| 5Y | -100.0% | +75.8% | -175.8% | -100.0% |
| All | -100.0% | +109.4% | -209.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling