+113.9%
SOXX vs HST
+38.1%
+75.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.6% |
| 30D | -2.0% | -12.3% | +10.2% | +2.5% |
| 3M | -13.7% | -6.4% | -7.3% | -12.7% |
| 6M | +52.4% | +15.0% | +37.4% | +40.5% |
| YTD | +72.8% | +30.5% | +42.3% | +55.2% |
| 1Y | +113.9% | +35.7% | +78.2% | +89.0% |
| All | +113.9% | +38.1% | +75.8% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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