+30.0%
SOXX vs HLT
+42.8%
-12.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -1.8% | -10.3% | -11.7% |
| 7D | -23.0% | +3.6% | -26.6% | -23.5% |
| 30D | -32.9% | +14.6% | -47.4% | -35.0% |
| 3M | -25.4% | +13.9% | -39.3% | -27.7% |
| 6M | -17.9% | +18.3% | -36.2% | -22.3% |
| YTD | +31.6% | +28.9% | +2.8% | +21.1% |
| 1Y | +30.0% | +40.0% | -10.1% | +17.3% |
| All | +30.0% | +42.8% | -12.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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