-66.4%
HUBS vs SPXL
+141.8%
-208.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.6% |
| 7D | -9.0% | -2.5% | -6.5% | -7.6% |
| 30D | +7.2% | -4.2% | +11.5% | +10.1% |
| 3M | +20.9% | +8.1% | +12.8% | +14.5% |
| 6M | -13.0% | +35.6% | -48.6% | -29.5% |
| YTD | -43.8% | +28.8% | -72.7% | -53.3% |
| 1Y | -54.6% | +39.8% | -94.5% | -64.4% |
| 3Y | -58.5% | +221.4% | -279.8% | -82.6% |
| All | -66.4% | +141.8% | -208.2% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling