+2,568.2%
SOXX vs HDB
+3,586.0%
-1,017.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.4% |
| 7D | +3.0% | -6.2% | +9.2% | +5.3% |
| 30D | -3.1% | -6.2% | +3.1% | -1.2% |
| 3M | -4.4% | -5.9% | +1.5% | -3.1% |
| 6M | +52.9% | -25.9% | +78.8% | +67.9% |
| YTD | +72.0% | -40.2% | +112.2% | +103.0% |
| 1Y | +105.1% | -38.0% | +143.1% | +138.4% |
| 3Y | +220.6% | -30.5% | +251.1% | +251.4% |
| 5Y | +244.8% | -38.1% | +282.9% | +290.3% |
| 10Y | +1,537.1% | +32.3% | +1,504.9% | +1,272.1% |
| All | +2,568.2% | +3,586.0% | -1,017.8% | +634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling