+19,418.6%
SOXL vs HD
+1,410.3%
+18,008.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +8.1% |
| 7D | +5.3% | -2.1% | +7.4% | +9.9% |
| 30D | -11.2% | -8.4% | -2.8% | +3.7% |
| 3M | -55.4% | +4.3% | -59.7% | -61.9% |
| 6M | +107.1% | -11.1% | +118.3% | +143.0% |
| YTD | +179.0% | -4.7% | +183.7% | +179.4% |
| 1Y | +357.4% | -19.8% | +377.2% | +515.9% |
| 3Y | +397.5% | +4.1% | +393.4% | +316.9% |
| 5Y | +155.9% | +10.3% | +145.6% | +134.5% |
| 10Y | +4,301.6% | +203.2% | +4,098.4% | +789.6% |
| All | +19,418.6% | +1,410.3% | +18,008.2% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling