+113.9%
SOXX vs HL
+134.7%
-20.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | -2.0% | +25.1% | -27.1% | -8.1% |
| 3M | -13.7% | +22.9% | -36.6% | -19.2% |
| 6M | +52.4% | -4.9% | +57.3% | +48.4% |
| YTD | +72.8% | +7.8% | +65.0% | +62.6% |
| 1Y | +113.9% | +133.9% | -20.0% | +84.5% |
| All | +113.9% | +134.7% | -20.8% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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