+485.5%
SOXL vs HST
+65.5%
+420.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +4.9% |
| 7D | +16.4% | +2.0% | +14.4% | +12.3% |
| 30D | -12.1% | -5.2% | -6.9% | -3.6% |
| 3M | -41.7% | -6.2% | -35.5% | -36.9% |
| 6M | +157.4% | +20.4% | +137.0% | +75.4% |
| YTD | +193.3% | +30.6% | +162.7% | +70.4% |
| 1Y | +355.3% | +37.4% | +318.0% | +131.4% |
| All | +485.5% | +65.5% | +420.0% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling