+392.8%
HL vs SPXS
-79.6%
+472.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -2.4% |
| 7D | -4.4% | +2.5% | -6.8% | -3.2% |
| 30D | +9.3% | +4.2% | +5.1% | +11.8% |
| 3M | +32.0% | -9.3% | +41.3% | +28.3% |
| 6M | -6.4% | -30.7% | +24.3% | -16.5% |
| YTD | +3.1% | -28.1% | +31.2% | -5.5% |
| 1Y | +77.6% | -35.1% | +112.6% | +58.5% |
| 3Y | +392.8% | -79.6% | +472.4% | +210.3% |
| All | +392.8% | -79.6% | +472.4% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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