+634.9%
HLT vs SPXS
-99.8%
+734.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -0.8% |
| 30D | -5.0% | +4.2% | -9.2% | -3.6% |
| 3M | -10.4% | -9.3% | -1.1% | -12.9% |
| 6M | +3.2% | -30.7% | +33.9% | -7.2% |
| YTD | +6.7% | -28.1% | +34.8% | -2.4% |
| 1Y | +10.3% | -35.1% | +45.3% | -2.1% |
| 3Y | +99.3% | -79.6% | +178.9% | +32.8% |
| 5Y | +143.7% | -86.3% | +230.0% | +66.6% |
| 10Y | +584.7% | -99.5% | +684.3% | +109.6% |
| All | +634.9% | -99.8% | +734.8% | +83.7% |
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