+228.7%
HL vs SPXL
+141.8%
+86.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.2% |
| 7D | -4.4% | -2.5% | -1.8% | -3.3% |
| 30D | +9.3% | -4.2% | +13.5% | +11.4% |
| 3M | +32.0% | +8.1% | +23.9% | +28.0% |
| 6M | -6.4% | +35.6% | -42.0% | -16.6% |
| YTD | +3.1% | +28.8% | -25.7% | -6.0% |
| 1Y | +77.6% | +39.8% | +37.7% | +56.8% |
| 3Y | +392.8% | +221.4% | +171.4% | +203.1% |
| All | +228.7% | +141.8% | +86.8% | +91.2% |
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