+182.0%
HAL vs SPXS
-100.0%
+282.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.7% |
| 7D | +6.1% | -7.5% | +13.6% | +2.5% |
| 30D | +2.9% | +5.3% | -2.4% | +6.0% |
| 3M | +3.3% | +9.7% | -6.4% | +8.7% |
| 6M | -16.9% | -4.6% | -12.4% | -17.7% |
| YTD | +21.2% | -25.8% | +47.0% | +7.6% |
| 1Y | +27.5% | -28.8% | +56.3% | +11.4% |
| 3Y | -6.4% | -80.2% | +73.7% | -49.5% |
| 5Y | +58.0% | -83.2% | +141.2% | -4.3% |
| 10Y | -14.6% | -99.5% | +84.9% | -83.5% |
| All | +182.0% | -100.0% | +282.0% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling