+208.5%
HPQ vs SPXL
+7,605.2%
-7,396.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.9% |
| 7D | -0.5% | +1.5% | -1.9% | -1.0% |
| 30D | +3.7% | -3.7% | +7.4% | +5.1% |
| 3M | +24.3% | +8.1% | +16.2% | +19.9% |
| 6M | +64.8% | +39.0% | +25.7% | +43.4% |
| YTD | +43.9% | +29.9% | +14.0% | +28.0% |
| 1Y | +11.7% | +46.6% | -35.0% | -5.4% |
| 3Y | +19.7% | +230.5% | -210.8% | -28.8% |
| 5Y | +32.2% | +140.2% | -107.9% | -17.7% |
| 10Y | +198.9% | +1,168.8% | -969.8% | -13.3% |
| All | +208.5% | +7,605.2% | -7,396.6% | -62.9% |
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