+478.6%
SOXL vs HBM
+458.1%
+20.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.8% |
| 7D | +3.9% | -3.3% | +7.2% | +7.6% |
| 30D | -14.3% | -4.8% | -9.5% | -10.5% |
| 3M | -45.6% | -0.4% | -45.2% | -43.7% |
| 6M | +117.2% | +17.9% | +99.3% | +104.2% |
| YTD | +189.8% | +33.7% | +156.1% | +131.9% |
| 1Y | +317.7% | +95.6% | +222.1% | +130.4% |
| 3Y | +478.6% | +458.1% | +20.5% | +30.9% |
| All | +478.6% | +458.1% | +20.5% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling