+210.2%
HD vs SPXL
+1,177.5%
-967.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -10.8% | -5.0% | -5.9% | -9.4% |
| 3M | -2.7% | +7.6% | -10.3% | -5.3% |
| 6M | -10.3% | +33.6% | -43.9% | -19.1% |
| YTD | -7.8% | +28.1% | -35.9% | -16.0% |
| 1Y | -23.1% | +43.6% | -66.8% | -33.0% |
| 3Y | +2.0% | +225.8% | -223.8% | -36.1% |
| 5Y | +6.2% | +140.1% | -133.8% | -32.0% |
| 10Y | +210.2% | +1,248.4% | -1,038.2% | -7.0% |
| All | +210.2% | +1,177.5% | -967.4% | -7.0% |
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 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