+340.1%
HST vs SPXL
+7,736.1%
-7,396.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.3% | -0.9% | -11.4% | -12.0% |
| 3M | -6.4% | +2.0% | -8.4% | -8.7% |
| 6M | +15.0% | +33.5% | -18.5% | -3.6% |
| YTD | +30.5% | +32.2% | -1.6% | +9.6% |
| 1Y | +35.7% | +48.9% | -13.2% | +5.7% |
| 3Y | +68.4% | +222.9% | -154.5% | -21.0% |
| 5Y | +73.1% | +140.7% | -67.6% | -17.3% |
| 10Y | +92.7% | +1,192.7% | -1,099.9% | -78.6% |
| All | +340.1% | +7,736.1% | -7,396.0% | -93.9% |
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