+1,537.1%
SOXX vs HLT
+590.2%
+946.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -1.6% | +3.0% | +2.3% |
| 30D | -3.6% | -5.0% | +1.4% | -0.9% |
| 3M | -10.2% | -10.4% | +0.2% | -4.8% |
| 6M | +54.2% | +3.2% | +51.0% | +50.0% |
| YTD | +75.2% | +6.7% | +68.5% | +66.7% |
| 1Y | +107.5% | +10.3% | +97.2% | +92.2% |
| 3Y | +226.8% | +99.3% | +127.4% | +115.9% |
| 5Y | +251.2% | +143.7% | +107.5% | +107.0% |
| All | +1,537.1% | +590.2% | +946.9% | +495.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling