+198.5%
SOXL vs HTZ
-90.1%
+288.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.0% | +10.1% | +6.6% |
| 7D | +16.4% | -2.5% | +18.8% | +17.1% |
| 30D | -12.1% | -3.7% | -8.4% | -12.6% |
| 3M | -41.7% | -57.0% | +15.3% | -29.6% |
| 6M | +157.4% | -47.0% | +204.4% | +187.0% |
| YTD | +193.3% | -57.5% | +250.8% | +250.8% |
| 1Y | +355.3% | -63.5% | +418.8% | +444.4% |
| 3Y | +484.2% | -86.3% | +570.5% | +859.2% |
| 5Y | +182.7% | -86.8% | +269.4% | +459.9% |
| All | +198.5% | -90.1% | +288.5% | +557.2% |
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