-100.0%
SOXS vs HTZ
-90.1%
-9.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.0% | +0.1% | -6.4% |
| 7D | -15.6% | -2.5% | -13.1% | -16.2% |
| 30D | +4.8% | -3.7% | +8.5% | +5.1% |
| 3M | -21.6% | -57.0% | +35.4% | -34.9% |
| 6M | -99.3% | -47.0% | -52.4% | -99.4% |
| YTD | -99.5% | -57.5% | -42.0% | -99.6% |
| 1Y | -99.8% | -63.5% | -36.3% | -99.8% |
| 3Y | -100.0% | -86.3% | -13.6% | -100.0% |
| 5Y | -100.0% | -86.8% | -13.2% | -100.0% |
| All | -100.0% | -90.1% | -9.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling