+210.1%
HIMS vs SPXL
+141.8%
+68.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -1.3% |
| 7D | -0.7% | -2.5% | +1.8% | +0.9% |
| 30D | -8.2% | -4.2% | -4.0% | -5.7% |
| 3M | -4.7% | +8.1% | -12.8% | -9.0% |
| 6M | +6.3% | +35.6% | -29.3% | -11.9% |
| YTD | -15.3% | +28.8% | -44.1% | -27.6% |
| 1Y | -46.9% | +39.8% | -86.7% | -56.8% |
| 3Y | +321.3% | +221.4% | +99.9% | +114.3% |
| All | +210.1% | +141.8% | +68.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling