+20,415.5%
SOXL vs HAL
+59.0%
+20,356.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.8% |
| 7D | +16.4% | +0.5% | +15.9% | +15.7% |
| 30D | -12.1% | +15.9% | -28.0% | -24.3% |
| 3M | -41.7% | -8.7% | -33.0% | -38.4% |
| 6M | +157.4% | +9.0% | +148.4% | +130.7% |
| YTD | +193.3% | +32.0% | +161.3% | +117.1% |
| 1Y | +355.3% | +72.5% | +282.9% | +158.1% |
| 3Y | +484.2% | -4.5% | +488.7% | +498.0% |
| 5Y | +182.7% | +109.7% | +73.0% | +24.0% |
| 10Y | +4,692.2% | +1.2% | +4,691.0% | +3,500.0% |
| All | +20,415.5% | +59.0% | +20,356.5% | +9,875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling