+11.4%
SOXL vs HTZ
-92.5%
+103.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -8.4% | +20.9% | +15.1% |
| 7D | -40.3% | -14.6% | -25.8% | -35.8% |
| 30D | -71.1% | -20.8% | -50.3% | -68.3% |
| 3M | -65.2% | -18.8% | -46.4% | -63.0% |
| 6M | -72.3% | -74.7% | +2.4% | -59.6% |
| YTD | +9.4% | -68.1% | +77.5% | +45.5% |
| 1Y | +7.0% | -73.5% | +80.4% | +50.0% |
| 3Y | +156.4% | -81.8% | +238.2% | +219.7% |
| 5Y | -22.2% | -95.2% | +73.1% | +94.4% |
| All | +11.4% | -92.5% | +103.9% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling