+317.7%
SOXL vs HWM
+24.8%
+293.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.3% |
| 7D | +3.9% | -11.4% | +15.3% | +18.6% |
| 30D | -14.3% | -18.5% | +4.2% | +9.0% |
| 3M | -45.6% | -13.2% | -32.4% | -36.4% |
| 6M | +117.2% | -8.7% | +125.9% | +133.0% |
| YTD | +189.8% | +12.2% | +177.7% | +119.8% |
| 1Y | +317.7% | +24.9% | +292.8% | +171.5% |
| All | +317.7% | +24.8% | +293.0% | +171.5% |
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