+66.1%
HST vs SPXL
+231.8%
-165.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +2.0% | +1.5% | +0.5% | +1.5% |
| 30D | -5.2% | -3.7% | -1.6% | -4.1% |
| 3M | -6.2% | +8.1% | -14.3% | -9.3% |
| 6M | +20.4% | +39.0% | -18.6% | +5.6% |
| YTD | +30.6% | +29.9% | +0.7% | +17.1% |
| 1Y | +37.4% | +46.6% | -9.2% | +16.9% |
| 3Y | +66.1% | +230.5% | -164.4% | -3.5% |
| All | +66.1% | +231.8% | -165.6% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling