+184.8%
SOXL vs HWM
+658.8%
-474.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.3% |
| 7D | +18.4% | -8.0% | +26.4% | +31.1% |
| 30D | -3.2% | -18.0% | +14.8% | +26.9% |
| 3M | -37.6% | -9.5% | -28.1% | -28.7% |
| 6M | +136.1% | -8.4% | +144.4% | +161.3% |
| YTD | +199.5% | +13.6% | +185.8% | +128.2% |
| 1Y | +363.2% | +30.2% | +333.0% | +182.7% |
| 3Y | +496.5% | +392.2% | +104.3% | -68.4% |
| 5Y | +184.8% | +645.2% | -460.4% | -91.3% |
| All | +184.8% | +658.8% | -474.0% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling