+478.6%
SOXL vs HL
+391.6%
+87.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.0% |
| 7D | +3.9% | -4.4% | +8.2% | +7.0% |
| 30D | -14.3% | +9.3% | -23.6% | -20.3% |
| 3M | -45.6% | +32.0% | -77.6% | -54.3% |
| 6M | +117.2% | -6.4% | +123.6% | +130.9% |
| YTD | +189.8% | +3.1% | +186.7% | +184.3% |
| 1Y | +317.7% | +77.6% | +240.2% | +198.9% |
| 3Y | +478.6% | +392.8% | +85.8% | +154.6% |
| All | +478.6% | +391.6% | +87.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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