+357.4%
SOXL vs HBM
+123.0%
+234.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +11.0% |
| 7D | +5.3% | -6.4% | +11.7% | +13.6% |
| 30D | -11.2% | +5.9% | -17.1% | -18.2% |
| 3M | -55.4% | -8.9% | -46.4% | -47.5% |
| 6M | +107.1% | +10.7% | +96.5% | +100.8% |
| YTD | +179.0% | +38.3% | +140.8% | +113.7% |
| 1Y | +357.4% | +121.3% | +236.0% | +188.0% |
| All | +357.4% | +123.0% | +234.4% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling