-100.0%
SOXS vs HST
+133.7%
-233.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.1% | +11.1% | +11.0% |
| 7D | -28.4% | +3.6% | -32.0% | -24.4% |
| 30D | +19.4% | +11.2% | +8.2% | +42.3% |
| 3M | +28.2% | +13.1% | +15.1% | +56.4% |
| 6M | -37.7% | +23.9% | -61.6% | -12.4% |
| YTD | -91.6% | +52.3% | -143.9% | -83.5% |
| 1Y | -93.1% | +56.7% | -149.7% | -85.8% |
| 3Y | -99.7% | +87.5% | -187.2% | -98.8% |
| 5Y | -99.9% | +82.8% | -182.7% | -99.5% |
| All | -100.0% | +133.7% | -233.7% | -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