-100.0%
SOXS vs HUM
+873.1%
-973.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.8% | -4.0% |
| 7D | -4.7% | +2.1% | -6.8% | -3.3% |
| 30D | +7.7% | +5.4% | +2.3% | +11.7% |
| 3M | -10.2% | +11.4% | -21.6% | -1.6% |
| 6M | -99.2% | +141.5% | -240.7% | -98.8% |
| YTD | -99.5% | +61.2% | -160.7% | -99.5% |
| 1Y | -99.8% | +49.2% | -148.9% | -99.7% |
| 3Y | -100.0% | -9.0% | -90.9% | -100.0% |
| 5Y | -100.0% | +7.2% | -107.2% | -100.0% |
| 10Y | -100.0% | +152.7% | -252.7% | -100.0% |
| All | -100.0% | +873.1% | -973.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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