+162.3%
SOXL vs HAL
+99.2%
+63.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.9% | +5.7% |
| 7D | +3.9% | -3.3% | +7.2% | +6.8% |
| 30D | -14.3% | +8.2% | -22.5% | -19.9% |
| 3M | -45.6% | -9.4% | -36.2% | -42.3% |
| 6M | +117.2% | +0.6% | +116.5% | +110.8% |
| YTD | +189.8% | +28.6% | +161.3% | +126.0% |
| 1Y | +317.7% | +63.9% | +253.8% | +160.2% |
| 3Y | +478.6% | -7.1% | +485.8% | +458.7% |
| All | +162.3% | +99.2% | +63.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 5y: compounded portfolio wealth divided by compounded HAL 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…
5y analysis · Full analysis span regression · 6 months rolling