+563.1%
HPE vs SPXL
+1,271.9%
-708.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.4% | +10.0% | +11.4% |
| 7D | +19.4% | -2.5% | +21.9% | +20.7% |
| 30D | +5.6% | -4.2% | +9.8% | +7.6% |
| 3M | +33.1% | +8.1% | +25.0% | +28.9% |
| 6M | +192.5% | +35.6% | +156.8% | +158.2% |
| YTD | +160.9% | +28.8% | +132.1% | +135.2% |
| 1Y | +155.0% | +39.8% | +115.1% | +122.2% |
| 3Y | +289.4% | +221.4% | +68.0% | +137.8% |
| 5Y | +395.7% | +146.9% | +248.7% | +205.3% |
| All | +563.1% | +1,271.9% | -708.8% | +67.0% |
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