+162.3%
SOXL vs HCA
+71.9%
+90.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +4.3% |
| 7D | +3.9% | +5.4% | -1.5% | +0.1% |
| 30D | -14.3% | +3.0% | -17.3% | -16.6% |
| 3M | -45.6% | +13.0% | -58.6% | -53.7% |
| 6M | +117.2% | -20.3% | +137.4% | +149.3% |
| YTD | +189.8% | -8.2% | +198.1% | +186.6% |
| 1Y | +317.7% | +6.7% | +311.0% | +245.7% |
| 3Y | +478.6% | +60.4% | +418.2% | +158.8% |
| All | +162.3% | +71.9% | +90.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 5y: compounded portfolio wealth divided by compounded HCA 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…
5y analysis · Full analysis span regression · 6 months rolling