-100.0%
SOXS vs HUBB
+1,212.8%
-1,312.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -6.2% |
| 7D | -16.6% | +1.1% | -17.7% | -14.8% |
| 30D | -4.4% | -9.6% | +5.3% | -21.1% |
| 3M | -26.2% | -6.2% | -20.0% | -23.2% |
| 6M | -99.3% | -6.2% | -93.1% | -99.0% |
| YTD | -99.5% | +3.4% | -102.9% | -99.2% |
| 1Y | -99.8% | +5.3% | -105.1% | -99.6% |
| 3Y | -100.0% | +44.4% | -144.3% | -99.9% |
| 5Y | -100.0% | +152.4% | -252.4% | -99.9% |
| 10Y | -100.0% | +437.0% | -537.0% | -100.0% |
| All | -100.0% | +1,212.8% | -1,312.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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