+180.7%
HIMS vs SPXL
+444.4%
-263.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.7% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | -8.2% | -4.2% | -4.0% | -6.7% |
| 3M | -4.7% | +8.1% | -12.8% | -7.0% |
| 6M | +6.3% | +35.6% | -29.3% | -4.1% |
| YTD | -15.3% | +28.8% | -44.1% | -22.2% |
| 1Y | -46.9% | +39.8% | -86.7% | -52.4% |
| 3Y | +321.3% | +221.4% | +99.9% | +201.2% |
| 5Y | +215.8% | +146.9% | +68.9% | +128.8% |
| All | +180.7% | +444.4% | -263.7% | +92.7% |
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