+247.9%
SOXX vs HDB
-34.5%
+282.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | -0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -3.6% | +1.0% | -4.6% | -4.2% |
| 3M | -10.2% | -2.0% | -8.2% | -10.5% |
| 6M | +54.2% | -18.1% | +72.3% | +64.8% |
| YTD | +75.2% | -36.1% | +111.3% | +106.5% |
| 1Y | +107.5% | -34.0% | +141.6% | +140.4% |
| 3Y | +226.8% | -26.7% | +253.5% | +252.7% |
| All | +247.9% | -34.5% | +282.4% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling