+152.3%
HUM vs SPXL
+1,271.9%
-1,119.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +1.7% |
| 7D | +2.1% | -2.5% | +4.6% | +2.7% |
| 30D | +5.4% | -4.2% | +9.6% | +6.4% |
| 3M | +11.4% | +8.1% | +3.3% | +9.0% |
| 6M | +141.5% | +35.6% | +105.9% | +122.2% |
| YTD | +61.2% | +28.8% | +32.4% | +49.6% |
| 1Y | +49.2% | +39.8% | +9.3% | +35.2% |
| 3Y | -9.0% | +221.4% | -230.4% | -37.0% |
| 5Y | +7.2% | +146.9% | -139.8% | -26.6% |
| All | +152.3% | +1,271.9% | -1,119.6% | -11.1% |
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