+113.9%
SOXX vs HBM
+123.0%
-9.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.9% |
| 7D | +2.2% | -6.4% | +8.6% | +4.9% |
| 30D | -2.0% | +5.9% | -7.9% | -4.8% |
| 3M | -13.7% | -8.9% | -4.8% | -12.1% |
| 6M | +52.4% | +10.7% | +41.7% | +43.0% |
| YTD | +72.8% | +38.3% | +34.5% | +49.6% |
| 1Y | +113.9% | +121.3% | -7.4% | +71.6% |
| All | +113.9% | +123.0% | -9.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling