+478.6%
SOXL vs HUM
-9.4%
+488.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +3.0% | +5.0% |
| 7D | +3.9% | +2.1% | +1.8% | +3.7% |
| 30D | -14.3% | +5.4% | -19.7% | -14.8% |
| 3M | -45.6% | +11.4% | -57.0% | -46.0% |
| 6M | +117.2% | +141.5% | -24.3% | +103.4% |
| YTD | +189.8% | +61.2% | +128.7% | +175.0% |
| 1Y | +317.7% | +49.2% | +268.6% | +297.2% |
| 3Y | +478.6% | -9.0% | +487.7% | +299.3% |
| All | +478.6% | -9.4% | +488.0% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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