+449.8%
SOXL vs HWM
+379.8%
+70.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -5.2% |
| 7D | +8.5% | -12.5% | +21.0% | +27.4% |
| 30D | -13.0% | -19.0% | +6.0% | +12.1% |
| 3M | -35.9% | -8.6% | -27.3% | -29.1% |
| 6M | +112.1% | -10.2% | +122.2% | +140.2% |
| YTD | +175.4% | +11.3% | +164.1% | +128.4% |
| 1Y | +304.9% | +24.3% | +280.6% | +190.7% |
| All | +449.8% | +379.8% | +70.0% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling