+2,502.1%
SOXX vs HAL
+243.0%
+2,259.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.1% | -1.9% |
| 7D | +3.0% | -3.3% | +6.3% | +4.1% |
| 30D | -3.1% | +7.2% | -10.4% | -5.3% |
| 3M | -4.4% | -8.8% | +4.4% | -2.3% |
| 6M | +52.9% | +3.0% | +49.9% | +50.0% |
| YTD | +72.0% | +29.4% | +42.6% | +56.7% |
| 1Y | +105.1% | +62.8% | +42.3% | +72.9% |
| 3Y | +220.6% | -6.4% | +227.0% | +213.9% |
| 5Y | +244.8% | +103.6% | +141.2% | +151.4% |
| 10Y | +1,537.1% | +4.3% | +1,532.8% | +1,141.9% |
| All | +2,502.1% | +243.0% | +2,259.1% | +1,072.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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