+6.7%
HD vs SPXS
-83.0%
+89.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.5% |
| 7D | +1.5% | -7.5% | +9.0% | -0.5% |
| 30D | +18.0% | +5.3% | +12.7% | +20.3% |
| 3M | +2.8% | +9.7% | -6.9% | +6.2% |
| 6M | +17.0% | -4.6% | +21.5% | +17.0% |
| YTD | +3.5% | -25.8% | +29.3% | -2.5% |
| 1Y | -2.6% | -28.8% | +26.2% | -9.1% |
| 3Y | +30.7% | -80.2% | +110.9% | -10.2% |
| All | +6.7% | -83.0% | +89.7% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling