+136.1%
SOXL vs HL
+5.2%
+130.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | -0.1% |
| 7D | +18.4% | +0.4% | +18.0% | +17.3% |
| 30D | -3.2% | +18.8% | -22.0% | -25.1% |
| 3M | -37.6% | +43.7% | -81.3% | -62.4% |
| 6M | +136.1% | -1.0% | +137.1% | +132.3% |
| All | +136.1% | +5.2% | +130.9% | +132.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling