+4,921.3%
SOXL vs HST
+110.3%
+4,810.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +4.7% |
| 7D | +3.9% | +0.9% | +3.0% | +2.7% |
| 30D | -14.3% | -2.5% | -11.9% | -11.9% |
| 3M | -45.6% | -5.1% | -40.5% | -43.1% |
| 6M | +117.2% | +21.6% | +95.6% | +68.6% |
| YTD | +189.8% | +31.6% | +158.2% | +103.8% |
| 1Y | +317.7% | +36.1% | +281.6% | +176.5% |
| 3Y | +478.6% | +66.5% | +412.2% | +247.7% |
| 5Y | +169.5% | +76.6% | +92.9% | +86.9% |
| All | +4,921.3% | +110.3% | +4,810.9% | +3,579.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling