+4,671.5%
SOXL vs HAS
+59.3%
+4,612.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.3% | -9.4% | -9.6% |
| 7D | +8.5% | -3.1% | +11.5% | +11.9% |
| 30D | -13.0% | -6.4% | -6.6% | -7.0% |
| 3M | -35.9% | +10.4% | -46.3% | -44.3% |
| 6M | +112.1% | -3.7% | +115.7% | +110.0% |
| YTD | +175.4% | +12.5% | +163.0% | +124.7% |
| 1Y | +304.9% | +19.8% | +285.0% | +210.1% |
| 3Y | +448.6% | +46.0% | +402.6% | +239.9% |
| 5Y | +156.1% | +12.5% | +143.6% | +144.4% |
| All | +4,671.5% | +59.3% | +4,612.1% | +3,903.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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