+248.6%
HD vs SPXL
+1,102.8%
-854.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +1.5% | +7.4% | -5.9% | -0.8% |
| 30D | +18.0% | -7.8% | +25.8% | +20.4% |
| 3M | +2.8% | -11.9% | +14.7% | +6.2% |
| 6M | +17.0% | -1.7% | +18.7% | +16.0% |
| YTD | +3.5% | +20.8% | -17.3% | -4.6% |
| 1Y | -2.6% | +25.0% | -27.6% | -11.4% |
| 3Y | +30.7% | +226.1% | -195.4% | -18.6% |
| 5Y | +6.2% | +101.1% | -94.9% | -28.1% |
| All | +248.6% | +1,102.8% | -854.3% | +12.5% |
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