+48.8%
SOXL vs HST
+53.2%
-4.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.1% | -10.9% | -10.9% |
| 7D | +26.9% | +3.6% | +23.3% | +20.4% |
| 30D | -47.2% | +11.2% | -58.4% | -50.6% |
| 3M | -59.9% | +13.1% | -72.9% | -63.3% |
| 6M | -68.3% | +23.9% | -92.2% | -76.4% |
| YTD | +38.8% | +52.3% | -13.4% | -14.6% |
| 1Y | +48.8% | +56.7% | -7.9% | -9.7% |
| All | +48.8% | +53.2% | -4.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling