+4,414.4%
SOXL vs HWM
+1,311.7%
+3,102.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.4% |
| 7D | +3.9% | -11.4% | +15.3% | +17.4% |
| 30D | -14.3% | -18.5% | +4.2% | +4.9% |
| 3M | -45.6% | -13.2% | -32.4% | -37.2% |
| 6M | +117.2% | -8.7% | +125.9% | +140.4% |
| YTD | +189.8% | +12.2% | +177.7% | +154.9% |
| 1Y | +317.7% | +24.9% | +292.8% | +230.2% |
| 3Y | +478.6% | +383.9% | +94.7% | +12.8% |
| 5Y | +169.5% | +646.1% | -476.6% | -58.7% |
| All | +4,414.4% | +1,311.7% | +3,102.7% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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