+392.8%
HL vs SPXL
+221.9%
+170.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.4% |
| 7D | -4.4% | -2.5% | -1.8% | -3.2% |
| 30D | +9.3% | -4.2% | +13.5% | +11.6% |
| 3M | +32.0% | +8.1% | +23.9% | +27.5% |
| 6M | -6.4% | +35.6% | -42.0% | -17.5% |
| YTD | +3.1% | +28.8% | -25.7% | -7.0% |
| 1Y | +77.6% | +39.8% | +37.7% | +55.0% |
| 3Y | +392.8% | +221.4% | +171.4% | +185.4% |
| All | +392.8% | +221.9% | +170.9% | +185.4% |
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