+20,848.2%
SOXL vs HBM
+144.2%
+20,703.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +18.4% | +5.5% | +12.8% | +13.8% |
| 30D | -3.2% | +3.3% | -6.5% | -5.7% |
| 3M | -37.6% | +12.7% | -50.2% | -40.0% |
| 6M | +136.1% | +28.2% | +107.9% | +119.0% |
| YTD | +199.5% | +45.3% | +154.2% | +151.5% |
| 1Y | +363.2% | +121.7% | +241.5% | +195.1% |
| 3Y | +496.5% | +523.5% | -27.0% | +101.0% |
| 5Y | +184.8% | +393.9% | -209.1% | +12.1% |
| 10Y | +5,399.0% | +647.9% | +4,751.1% | +1,304.8% |
| All | +20,848.2% | +144.2% | +20,703.9% | +9,454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling