+184.8%
SOXL vs HD
+6.0%
+178.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +3.9% |
| 7D | +18.4% | -1.8% | +20.2% | +21.9% |
| 30D | -3.2% | -10.8% | +7.7% | +16.5% |
| 3M | -37.6% | -2.7% | -34.9% | -38.7% |
| 6M | +136.1% | -10.3% | +146.4% | +168.8% |
| YTD | +199.5% | -7.8% | +207.3% | +216.5% |
| 1Y | +363.2% | -23.1% | +386.4% | +576.0% |
| 3Y | +496.5% | +2.0% | +494.5% | +388.6% |
| 5Y | +184.8% | +6.2% | +178.6% | +146.5% |
| All | +184.8% | +6.0% | +178.8% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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