+132.3%
HON vs SPXL
+1,271.9%
-1,139.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -3.5% | -2.5% | -0.9% | -2.7% |
| 30D | -13.8% | -4.2% | -9.5% | -12.6% |
| 3M | -11.7% | +8.1% | -19.8% | -14.3% |
| 6M | -18.7% | +35.6% | -54.3% | -26.9% |
| YTD | +0.2% | +28.8% | -28.6% | -8.6% |
| 1Y | -3.1% | +39.8% | -42.9% | -14.4% |
| 3Y | +17.0% | +221.4% | -204.4% | -25.5% |
| 5Y | +2.0% | +146.9% | -144.9% | -34.9% |
| All | +132.3% | +1,271.9% | -1,139.5% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling