+677.7%
HPE vs SPXL
+1,450.6%
-773.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.5% |
| 7D | +10.1% | +1.5% | +8.7% | +9.5% |
| 30D | +5.3% | -3.7% | +9.0% | +7.0% |
| 3M | +12.7% | +8.1% | +4.6% | +9.0% |
| 6M | +167.7% | +39.0% | +128.6% | +133.0% |
| YTD | +135.5% | +29.9% | +105.5% | +110.7% |
| 1Y | +143.4% | +46.6% | +96.8% | +107.2% |
| 3Y | +249.2% | +230.5% | +18.7% | +107.7% |
| 5Y | +343.8% | +140.2% | +203.7% | +172.2% |
| 10Y | +495.9% | +1,168.8% | -672.9% | +35.2% |
| All | +677.7% | +1,450.6% | -773.0% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling