+2,575.4%
SOXX vs HD
+1,030.1%
+1,545.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | +6.1% | -1.8% | +7.9% | +7.2% |
| 30D | +0.5% | -10.8% | +11.3% | +7.5% |
| 3M | -5.3% | -2.7% | -2.6% | -4.7% |
| 6M | +58.3% | -10.3% | +68.6% | +66.8% |
| YTD | +76.8% | -7.8% | +84.7% | +82.4% |
| 1Y | +114.6% | -23.1% | +137.7% | +146.1% |
| 3Y | +229.6% | +2.0% | +227.6% | +212.8% |
| 5Y | +257.3% | +6.2% | +251.1% | +228.4% |
| 10Y | +1,583.2% | +210.2% | +1,373.1% | +698.9% |
| All | +2,575.4% | +1,030.1% | +1,545.2% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling