-100.0%
SOXS vs HUT
+78.5%
-178.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.5% | +13.6% | +5.1% |
| 7D | -9.4% | +2.8% | -12.3% | -7.2% |
| 30D | +6.2% | +2.1% | +4.1% | +10.8% |
| 3M | -28.0% | -14.3% | -13.8% | -22.5% |
| 6M | -99.2% | +84.2% | -183.4% | -97.7% |
| YTD | -99.5% | +97.2% | -196.7% | -98.4% |
| 1Y | -99.7% | +192.7% | -292.5% | -98.9% |
| 3Y | -100.0% | +712.6% | -812.5% | -99.8% |
| 5Y | -100.0% | +85.5% | -185.5% | -100.0% |
| All | -100.0% | +78.5% | -178.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling