+9,612.4%
SOXL vs HST
+265.0%
+9,347.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.1% | -10.9% | -10.9% |
| 7D | +26.9% | +3.6% | +23.3% | +21.3% |
| 30D | -47.2% | +11.2% | -58.4% | -52.3% |
| 3M | -59.9% | +13.1% | -72.9% | -64.8% |
| 6M | -68.3% | +23.9% | -92.2% | -75.9% |
| YTD | +38.8% | +52.3% | -13.4% | -18.5% |
| 1Y | +48.8% | +56.7% | -7.9% | -16.8% |
| 3Y | +196.5% | +87.5% | +109.0% | +51.1% |
| 5Y | -5.0% | +82.8% | -87.8% | -39.4% |
| 10Y | +1,914.5% | +134.6% | +1,780.0% | +727.7% |
| All | +9,612.4% | +265.0% | +9,347.3% | +2,931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling