+243.8%
HPQ vs SPXL
+1,271.9%
-1,028.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +7.5% |
| 7D | +9.8% | -2.5% | +12.3% | +10.9% |
| 30D | +22.4% | -4.2% | +26.6% | +24.4% |
| 3M | +45.2% | +8.1% | +37.0% | +39.9% |
| 6M | +96.4% | +35.6% | +60.8% | +71.3% |
| YTD | +65.4% | +28.8% | +36.6% | +46.6% |
| 1Y | +31.6% | +39.8% | -8.3% | +12.5% |
| 3Y | +37.0% | +221.4% | -184.3% | -20.5% |
| 5Y | +53.0% | +146.9% | -93.9% | -9.2% |
| All | +243.8% | +1,271.9% | -1,028.0% | -13.6% |
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