+113.9%
SOXX vs HRB
+1.1%
+112.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +2.3% |
| 7D | +2.2% | -5.7% | +7.9% | +0.5% |
| 30D | -2.0% | +7.9% | -9.9% | +0.6% |
| 3M | -13.7% | +32.1% | -45.8% | -4.2% |
| 6M | +52.4% | +62.2% | -9.9% | +76.6% |
| YTD | +72.8% | +16.4% | +56.4% | +85.8% |
| 1Y | +113.9% | -0.3% | +114.2% | +119.5% |
| All | +113.9% | +1.1% | +112.8% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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