+1,537.1%
SOXX vs HST
+110.3%
+1,426.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | +0.9% | +0.5% | +1.0% |
| 30D | -3.6% | -2.5% | -1.1% | -2.6% |
| 3M | -10.2% | -5.1% | -5.0% | -8.5% |
| 6M | +54.2% | +21.6% | +32.6% | +40.8% |
| YTD | +75.2% | +31.6% | +43.6% | +54.3% |
| 1Y | +107.5% | +36.1% | +71.4% | +79.2% |
| 3Y | +226.8% | +66.5% | +160.3% | +157.8% |
| 5Y | +251.2% | +76.6% | +174.6% | +170.4% |
| All | +1,537.1% | +110.3% | +1,426.8% | +1,069.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling