+1,472.8%
SOXX vs HWM
+1,311.7%
+161.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.6% |
| 7D | +1.4% | -11.4% | +12.8% | +5.9% |
| 30D | -3.6% | -18.5% | +14.9% | +3.7% |
| 3M | -10.2% | -13.2% | +3.0% | -5.7% |
| 6M | +54.2% | -8.7% | +62.9% | +58.1% |
| YTD | +75.2% | +12.2% | +63.0% | +65.6% |
| 1Y | +107.5% | +24.9% | +82.6% | +87.9% |
| 3Y | +226.8% | +383.9% | -157.2% | +75.9% |
| 5Y | +251.2% | +646.1% | -394.9% | +63.1% |
| All | +1,472.8% | +1,311.7% | +161.1% | +467.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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