+60.4%
HCA vs SPXL
+221.9%
-161.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | +1.1% |
| 7D | +5.4% | -2.5% | +8.0% | +5.7% |
| 30D | +3.0% | -4.2% | +7.2% | +3.5% |
| 3M | +13.0% | +8.1% | +4.9% | +11.7% |
| 6M | -20.3% | +35.6% | -55.9% | -23.8% |
| YTD | -8.2% | +28.8% | -37.0% | -11.9% |
| 1Y | +6.7% | +39.8% | -33.1% | +1.0% |
| 3Y | +60.4% | +221.4% | -161.0% | +21.0% |
| All | +60.4% | +221.9% | -161.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling