+1,537.1%
SOXX vs HL
+273.7%
+1,263.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +1.4% | -4.4% | +5.7% | +2.2% |
| 30D | -3.6% | +9.3% | -12.9% | -5.4% |
| 3M | -10.2% | +32.0% | -42.1% | -14.8% |
| 6M | +54.2% | -6.4% | +60.7% | +54.4% |
| YTD | +75.2% | +3.1% | +72.1% | +70.8% |
| 1Y | +107.5% | +77.6% | +29.9% | +83.8% |
| 3Y | +226.8% | +392.8% | -166.1% | +137.4% |
| 5Y | +251.2% | +234.1% | +17.1% | +161.0% |
| All | +1,537.1% | +273.7% | +1,263.4% | +939.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling