-99.7%
SOXS vs HST
+89.2%
-189.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.6% | -17.6% | -19.3% |
| 7D | -22.3% | -1.3% | -21.1% | -21.0% |
| 30D | +21.9% | +13.4% | +8.5% | +60.7% |
| 3M | +4.2% | +16.7% | -12.5% | +45.1% |
| 6M | -43.4% | +24.0% | -67.4% | -8.6% |
| YTD | -92.5% | +54.0% | -146.5% | -79.8% |
| 1Y | -93.5% | +55.0% | -148.5% | -82.1% |
| All | -99.7% | +89.2% | -189.0% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling