+162.3%
SOXL vs HLT
+142.1%
+20.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.9% | -1.6% | +5.5% | +7.0% |
| 30D | -14.3% | -5.0% | -9.3% | -6.7% |
| 3M | -45.6% | -10.4% | -35.2% | -34.7% |
| 6M | +117.2% | +3.2% | +113.9% | +93.0% |
| YTD | +189.8% | +6.7% | +183.1% | +138.2% |
| 1Y | +317.7% | +10.3% | +307.5% | +202.5% |
| 3Y | +478.6% | +99.3% | +379.3% | +46.1% |
| All | +162.3% | +142.1% | +20.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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