+2,575.4%
SOXX vs HST
+299.0%
+2,276.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | +0.5% | -2.8% | +3.3% | +1.5% |
| 3M | -5.3% | -6.5% | +1.2% | -3.2% |
| 6M | +58.3% | +20.7% | +37.6% | +47.0% |
| YTD | +76.8% | +30.5% | +46.4% | +59.2% |
| 1Y | +114.6% | +36.8% | +77.8% | +89.1% |
| 3Y | +229.6% | +65.9% | +163.7% | +170.1% |
| 5Y | +257.3% | +73.9% | +183.4% | +185.9% |
| 10Y | +1,583.2% | +107.0% | +1,476.2% | +1,066.8% |
| All | +2,575.4% | +299.0% | +2,276.4% | +902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling