+162.3%
SOXL vs HUM
+6.5%
+155.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +3.0% | +4.8% |
| 7D | +3.9% | +2.1% | +1.8% | +3.4% |
| 30D | -14.3% | +5.4% | -19.7% | -15.3% |
| 3M | -45.6% | +11.4% | -57.0% | -46.7% |
| 6M | +117.2% | +141.5% | -24.3% | +83.1% |
| YTD | +189.8% | +61.2% | +128.7% | +159.3% |
| 1Y | +317.7% | +49.2% | +268.6% | +278.5% |
| 3Y | +478.6% | -9.0% | +487.7% | +453.4% |
| All | +162.3% | +6.5% | +155.8% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling