-100.0%
SOXS vs HST
+68.6%
-168.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.7% |
| 7D | -15.6% | +2.0% | -17.6% | -12.3% |
| 30D | +4.8% | -5.2% | +10.0% | -5.6% |
| 3M | -21.6% | -6.2% | -15.4% | -30.7% |
| 6M | -99.3% | +20.4% | -119.8% | -97.9% |
| YTD | -99.5% | +30.6% | -130.1% | -98.1% |
| 1Y | -99.8% | +37.4% | -137.1% | -99.0% |
| 3Y | -100.0% | +66.1% | -166.1% | -99.8% |
| All | -100.0% | +68.6% | -168.6% | -99.8% |
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