+181.9%
HIMS vs SPXL
+228.0%
-46.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +1.0% |
| 7D | -24.1% | +7.4% | -31.6% | -28.8% |
| 30D | -28.8% | -7.8% | -21.0% | -24.6% |
| 3M | -31.4% | -11.9% | -19.5% | -24.6% |
| 6M | -18.3% | -1.7% | -16.5% | -17.5% |
| YTD | -39.2% | +20.8% | -60.0% | -47.8% |
| 1Y | -45.3% | +25.0% | -70.3% | -54.2% |
| 3Y | +181.9% | +226.1% | -44.3% | +39.1% |
| All | +181.9% | +228.0% | -46.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling