-99.9%
SOXS vs HST
+83.2%
-183.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.6% | -17.6% | -19.2% |
| 7D | -22.3% | -1.3% | -21.1% | -21.1% |
| 30D | +21.9% | +13.4% | +8.5% | +59.7% |
| 3M | +4.2% | +16.7% | -12.5% | +43.9% |
| 6M | -43.4% | +24.0% | -67.4% | -10.9% |
| YTD | -92.5% | +54.0% | -146.5% | -81.0% |
| 1Y | -93.5% | +55.0% | -148.5% | -83.2% |
| 3Y | -99.7% | +89.3% | -189.1% | -98.2% |
| 5Y | -99.9% | +85.4% | -185.4% | -99.3% |
| All | -99.9% | +83.2% | -183.1% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling