+422.1%
HST vs SPXL
+6,954.2%
-6,532.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.6% |
| 30D | +14.5% | -12.4% | +26.9% | +21.8% |
| 3M | +15.4% | -11.8% | +27.2% | +21.8% |
| 6M | +22.0% | -1.4% | +23.4% | +19.7% |
| YTD | +54.9% | +19.0% | +35.9% | +36.0% |
| 1Y | +54.0% | +18.0% | +36.0% | +35.2% |
| 3Y | +90.4% | +220.0% | -129.6% | -10.8% |
| 5Y | +84.2% | +102.6% | -18.3% | -3.7% |
| 10Y | +144.6% | +1,087.3% | -942.7% | -71.8% |
| All | +422.1% | +6,954.2% | -6,532.1% | -92.5% |
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 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