+113.9%
SOXX vs HD
-19.2%
+133.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | -2.0% | -8.4% | +6.4% | -0.8% |
| 3M | -13.7% | +4.3% | -18.1% | -15.1% |
| 6M | +52.4% | -11.1% | +63.5% | +52.0% |
| YTD | +72.8% | -4.7% | +77.5% | +72.5% |
| 1Y | +113.9% | -19.8% | +133.7% | +106.7% |
| All | +113.9% | -19.2% | +133.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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