+187.4%
HIMS vs SPXL
+449.2%
-261.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.3% |
| 7D | -0.9% | +1.5% | -2.4% | -1.6% |
| 30D | -10.8% | -3.7% | -7.2% | -9.6% |
| 3M | +3.7% | +8.1% | -4.4% | +1.2% |
| 6M | +79.0% | +39.0% | +39.9% | +60.4% |
| YTD | -13.2% | +29.9% | -43.2% | -20.5% |
| 1Y | -43.3% | +46.6% | -89.9% | -50.0% |
| 3Y | +331.4% | +230.5% | +100.9% | +206.0% |
| 5Y | +230.2% | +140.2% | +90.1% | +139.0% |
| All | +187.4% | +449.2% | -261.8% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling