+1,537.1%
SOXX vs HD
+211.5%
+1,325.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +1.4% | -3.8% | +5.2% | +4.0% |
| 30D | -3.6% | -9.4% | +5.9% | +2.8% |
| 3M | -10.2% | -4.6% | -5.6% | -8.5% |
| 6M | +54.2% | -10.1% | +64.3% | +62.9% |
| YTD | +75.2% | -8.3% | +83.5% | +81.6% |
| 1Y | +107.5% | -25.0% | +132.5% | +146.1% |
| 3Y | +226.8% | +1.5% | +225.2% | +204.9% |
| 5Y | +251.2% | +5.6% | +245.7% | +213.6% |
| All | +1,537.1% | +211.5% | +1,325.6% | +707.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling