-99.9%
SOXS vs HTZ
-94.4%
-5.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.6% | +13.7% | +10.2% |
| 7D | -28.4% | -8.5% | -19.9% | -29.9% |
| 30D | +19.4% | -18.9% | +38.3% | +15.1% |
| 3M | +28.2% | -36.0% | +64.2% | +15.9% |
| 6M | -37.7% | -74.6% | +36.9% | -54.9% |
| YTD | -91.6% | -70.8% | -20.8% | -93.2% |
| 1Y | -93.1% | -75.3% | -17.8% | -94.6% |
| 3Y | -99.7% | -81.6% | -18.1% | -99.8% |
| All | -99.9% | -94.4% | -5.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling