-100.0%
SOXS vs HUT
+221.4%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -7.1% | +18.2% | +8.5% |
| 7D | -28.4% | +9.3% | -37.8% | -24.7% |
| 30D | +19.4% | -23.1% | +42.5% | +19.3% |
| 3M | +28.2% | -30.6% | +58.7% | +29.9% |
| 6M | -37.7% | -46.9% | +9.1% | -34.8% |
| YTD | -91.6% | +25.3% | -116.9% | -86.5% |
| 1Y | -93.1% | +59.8% | -152.9% | -87.5% |
| 3Y | -99.7% | +467.2% | -566.9% | -98.7% |
| 5Y | -99.9% | -24.6% | -75.3% | -99.7% |
| All | -100.0% | +221.4% | -321.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling