+6.3%
HAL vs SPXL
+1,264.4%
-1,258.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +10.9% | -5.0% | +15.9% | +13.2% |
| 3M | -5.8% | +7.6% | -13.4% | -10.1% |
| 6M | +8.1% | +33.6% | -25.5% | -7.7% |
| YTD | +33.2% | +28.1% | +5.1% | +15.3% |
| 1Y | +74.2% | +43.6% | +30.5% | +42.0% |
| 3Y | -3.7% | +225.8% | -229.5% | -50.4% |
| 5Y | +111.9% | +140.1% | -28.2% | +10.4% |
| All | +6.3% | +1,264.4% | -1,258.1% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling