-99.9%
SOXS vs HTZ
-92.5%
-7.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -8.4% | -4.3% | -15.3% |
| 7D | +36.2% | -14.6% | +50.8% | +32.1% |
| 30D | +131.5% | -20.8% | +152.3% | +121.1% |
| 3M | +60.5% | -18.8% | +79.3% | +58.5% |
| 6M | -25.9% | -74.7% | +48.8% | -45.9% |
| YTD | -88.3% | -68.1% | -20.2% | -90.2% |
| 1Y | -89.6% | -73.5% | -16.1% | -91.7% |
| 3Y | -99.6% | -81.8% | -17.8% | -99.7% |
| 5Y | -99.9% | -95.2% | -4.7% | -99.9% |
| All | -99.9% | -92.5% | -7.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling