-100.0%
SOXS vs HSY
-8.8%
-91.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.2% | +6.8% | +7.4% |
| 7D | -9.4% | -0.4% | -9.0% | -9.1% |
| 30D | +6.2% | -3.4% | +9.6% | +8.7% |
| 3M | -28.0% | -0.5% | -27.5% | -26.1% |
| 6M | -99.2% | -19.1% | -80.0% | -99.0% |
| YTD | -99.5% | -2.1% | -97.4% | -99.4% |
| 1Y | -99.7% | -3.2% | -96.5% | -99.7% |
| All | -100.0% | -8.8% | -91.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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