+41.3%
SOXL vs HTZ
-93.2%
+134.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.6% | -8.4% | -10.2% |
| 7D | +26.9% | -8.5% | +35.4% | +30.7% |
| 30D | -47.2% | -18.9% | -28.3% | -42.6% |
| 3M | -59.9% | -36.0% | -23.8% | -53.3% |
| 6M | -68.3% | -74.6% | +6.3% | -54.0% |
| YTD | +38.8% | -70.8% | +109.7% | +90.2% |
| 1Y | +48.8% | -75.3% | +124.1% | +114.3% |
| 3Y | +196.5% | -81.6% | +278.1% | +255.5% |
| 5Y | -5.0% | -94.4% | +89.4% | +135.6% |
| All | +41.3% | -93.2% | +134.5% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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