-100.0%
SOXS vs HTZ
-89.5%
-10.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -9.8% |
| 7D | -7.0% | +7.5% | -14.5% | -4.8% |
| 30D | +2.8% | +47.4% | -44.6% | +19.2% |
| 3M | -9.8% | -54.9% | +45.1% | -24.0% |
| 6M | -99.2% | -47.0% | -52.2% | -99.3% |
| YTD | -99.5% | -55.3% | -44.2% | -99.6% |
| 1Y | -99.8% | -57.6% | -42.1% | -99.8% |
| 3Y | -100.0% | -86.6% | -13.4% | -100.0% |
| 5Y | -100.0% | -86.1% | -13.9% | -100.0% |
| All | -100.0% | -89.5% | -10.5% | -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 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