+48.8%
SOXL vs HWM
+7.5%
+41.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -9.6% |
| 7D | +26.9% | +7.3% | +19.6% | +17.1% |
| 30D | -47.2% | +1.6% | -48.8% | -45.3% |
| 3M | -59.9% | -21.9% | -38.0% | -43.8% |
| 6M | -68.3% | -19.0% | -49.3% | -57.0% |
| YTD | +38.8% | +7.9% | +30.9% | +20.4% |
| 1Y | +48.8% | +9.9% | +38.9% | +22.9% |
| All | +48.8% | +7.5% | +41.3% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling