+122.4%
HST vs SPXL
+1,102.8%
-980.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +3.6% | +7.4% | -3.9% | +0.8% |
| 30D | +11.2% | -7.8% | +19.0% | +14.1% |
| 3M | +13.1% | -11.9% | +25.0% | +17.7% |
| 6M | +23.9% | -1.7% | +25.6% | +22.7% |
| YTD | +52.3% | +20.8% | +31.5% | +38.6% |
| 1Y | +56.7% | +25.0% | +31.7% | +40.5% |
| 3Y | +87.5% | +226.1% | -138.6% | +11.2% |
| 5Y | +82.8% | +101.1% | -18.3% | +19.9% |
| All | +122.4% | +1,102.8% | -980.4% | -35.5% |
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