+3.2%
HAL vs SPXS
-99.5%
+102.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -2.0% |
| 7D | -3.3% | +6.4% | -9.7% | -0.6% |
| 30D | +7.2% | +6.0% | +1.2% | +10.0% |
| 3M | -8.8% | -11.6% | +2.8% | -13.4% |
| 6M | +3.0% | -28.7% | +31.7% | -10.5% |
| YTD | +29.4% | -26.3% | +55.7% | +14.8% |
| 1Y | +62.8% | -34.9% | +97.8% | +37.8% |
| 3Y | -6.4% | -79.5% | +73.0% | -46.8% |
| 5Y | +103.6% | -85.9% | +189.6% | +17.0% |
| All | +3.2% | -99.5% | +102.8% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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