+209.5%
HAL vs SPXS
-100.0%
+309.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | 0.0% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +17.0% | +0.8% | +16.2% | +17.5% |
| 3M | -9.7% | -4.7% | -4.9% | -11.2% |
| 6M | +8.6% | -29.6% | +38.3% | -7.1% |
| YTD | +33.0% | -29.8% | +62.8% | +14.2% |
| 1Y | +68.3% | -38.9% | +107.3% | +36.5% |
| 3Y | +0.1% | -79.6% | +79.7% | -45.2% |
| 5Y | +102.6% | -85.9% | +188.5% | +12.4% |
| 10Y | +3.8% | -99.5% | +103.4% | -80.5% |
| All | +209.5% | -100.0% | +309.5% | -90.4% |
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