+890.3%
SOXL vs HUT
+405.9%
+484.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.5% | -2.5% | -6.1% |
| 7D | +8.5% | +2.8% | +5.6% | +7.6% |
| 30D | -13.0% | +2.1% | -15.0% | -13.6% |
| 3M | -35.9% | -14.3% | -21.7% | -31.3% |
| 6M | +112.1% | +84.2% | +27.8% | +83.3% |
| YTD | +175.4% | +97.2% | +78.2% | +132.7% |
| 1Y | +304.9% | +192.7% | +112.1% | +197.9% |
| 3Y | +448.6% | +712.6% | -264.0% | +161.5% |
| 5Y | +156.1% | +85.5% | +70.6% | +56.1% |
| All | +890.3% | +405.9% | +484.4% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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