-100.0%
SOXS vs HST
+265.3%
-365.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | -0.5% |
| 7D | -43.7% | +3.6% | -47.3% | -40.3% |
| 30D | +22.2% | +9.9% | +12.3% | +44.7% |
| 3M | +13.0% | +12.9% | +0.1% | +38.9% |
| 6M | -47.7% | +22.9% | -70.5% | -26.3% |
| YTD | -92.5% | +52.4% | -144.9% | -84.7% |
| 1Y | -93.1% | +52.5% | -145.7% | -86.0% |
| 3Y | -99.7% | +87.4% | -187.2% | -98.8% |
| 5Y | -99.9% | +82.9% | -182.9% | -99.5% |
| 10Y | -100.0% | +134.8% | -234.8% | -100.0% |
| All | -100.0% | +265.3% | -365.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling