+809.3%
SOXX vs HUT
+435.6%
+373.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.1% |
| 7D | +6.1% | +18.9% | -12.8% | +3.9% |
| 30D | +0.5% | +12.0% | -11.5% | -1.1% |
| 3M | -5.3% | -14.9% | +9.5% | -4.3% |
| 6M | +58.3% | +96.8% | -38.5% | +45.1% |
| YTD | +76.8% | +108.8% | -31.9% | +59.8% |
| 1Y | +114.6% | +227.4% | -112.8% | +82.4% |
| 3Y | +229.6% | +760.3% | -530.6% | +135.2% |
| 5Y | +257.3% | +86.1% | +171.3% | +163.8% |
| All | +809.3% | +435.6% | +373.7% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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