+3.2%
HAL vs SPXL
+1,239.4%
-1,236.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.0% | -2.1% |
| 7D | -3.3% | -6.0% | +2.7% | -0.6% |
| 30D | +7.2% | -5.8% | +13.0% | +9.8% |
| 3M | -8.8% | +10.9% | -19.6% | -14.0% |
| 6M | +3.0% | +31.9% | -28.9% | -11.6% |
| YTD | +29.4% | +25.8% | +3.6% | +12.9% |
| 1Y | +62.8% | +39.8% | +23.1% | +34.4% |
| 3Y | -6.4% | +219.9% | -226.3% | -51.4% |
| 5Y | +103.6% | +141.1% | -37.5% | +5.7% |
| All | +3.2% | +1,239.4% | -1,236.2% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling