+2,453.4%
HD vs SPXS
-100.0%
+2,553.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +1.3% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -8.4% | +0.8% | -9.2% | -8.1% |
| 3M | +4.3% | -4.7% | +9.1% | +3.5% |
| 6M | -11.1% | -29.6% | +18.5% | -19.1% |
| YTD | -4.7% | -29.8% | +25.1% | -13.0% |
| 1Y | -19.8% | -38.9% | +19.1% | -29.6% |
| 3Y | +4.1% | -79.6% | +83.7% | -29.8% |
| 5Y | +10.3% | -85.9% | +96.2% | -23.6% |
| 10Y | +203.2% | -99.5% | +302.7% | -0.5% |
| All | +2,453.4% | -100.0% | +2,553.4% | +140.9% |
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 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