+1,889.1%
HL vs SPXS
-100.0%
+1,989.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -0.4% |
| 7D | +7.1% | -1.5% | +8.6% | +6.5% |
| 30D | +21.4% | +3.7% | +17.8% | +23.7% |
| 3M | +37.4% | -9.6% | +47.0% | +34.1% |
| 6M | +0.4% | -32.4% | +32.8% | -10.9% |
| YTD | +6.7% | -28.7% | +35.3% | -2.2% |
| 1Y | +102.4% | -38.1% | +140.4% | +77.7% |
| 3Y | +417.4% | -80.1% | +497.5% | +222.7% |
| 5Y | +243.3% | -85.9% | +329.2% | +124.0% |
| 10Y | +242.6% | -99.5% | +342.1% | -21.3% |
| All | +1,889.1% | -100.0% | +1,989.1% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling