+20,174.1%
SOXL vs HUM
+873.1%
+19,301.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +3.0% | +3.7% |
| 7D | +3.9% | +2.1% | +1.8% | +2.5% |
| 30D | -14.3% | +5.4% | -19.7% | -17.5% |
| 3M | -45.6% | +11.4% | -57.0% | -49.5% |
| 6M | +117.2% | +141.5% | -24.3% | +16.3% |
| YTD | +189.8% | +61.2% | +128.7% | +94.4% |
| 1Y | +317.7% | +49.2% | +268.6% | +190.1% |
| 3Y | +478.6% | -9.0% | +487.7% | +384.0% |
| 5Y | +169.5% | +7.2% | +162.3% | +76.3% |
| 10Y | +5,222.1% | +152.7% | +5,069.4% | +1,713.9% |
| All | +20,174.1% | +873.1% | +19,301.1% | +921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling