+122.6%
HST vs SPXL
+1,117.7%
-995.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +3.6% | +9.6% | -5.9% | +0.1% |
| 30D | +9.9% | -9.8% | +19.7% | +13.6% |
| 3M | +12.9% | -9.1% | +22.0% | +16.1% |
| 6M | +22.9% | +1.1% | +21.7% | +20.4% |
| YTD | +52.4% | +22.3% | +30.1% | +38.1% |
| 1Y | +52.5% | +20.3% | +32.3% | +38.8% |
| 3Y | +87.4% | +229.0% | -141.6% | +10.8% |
| 5Y | +82.9% | +103.6% | -20.6% | +19.5% |
| All | +122.6% | +1,117.7% | -995.1% | -35.8% |
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 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