+4,246.2%
SOXL vs HWM
+1,494.1%
+2,752.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.3% | +10.4% |
| 7D | +5.3% | -2.1% | +7.4% | +6.4% |
| 30D | -11.2% | -11.0% | -0.2% | -0.3% |
| 3M | -55.4% | +4.0% | -59.4% | -57.5% |
| 6M | +107.1% | -0.2% | +107.4% | +111.3% |
| YTD | +179.0% | +26.7% | +152.4% | +117.1% |
| 1Y | +357.4% | +44.7% | +312.6% | +210.7% |
| 3Y | +397.5% | +426.1% | -28.6% | -10.6% |
| 5Y | +155.9% | +738.5% | -582.6% | -65.1% |
| All | +4,246.2% | +1,494.1% | +2,752.1% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling