+403.8%
HUT vs SPXL
+534.5%
-130.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.3% |
| 7D | +2.8% | -6.0% | +8.8% | +7.2% |
| 30D | +2.1% | -5.8% | +7.8% | +6.1% |
| 3M | -14.3% | +10.9% | -25.1% | -20.5% |
| 6M | +84.2% | +31.9% | +52.3% | +56.2% |
| YTD | +97.2% | +25.8% | +71.5% | +74.9% |
| 1Y | +192.7% | +39.8% | +153.0% | +148.4% |
| 3Y | +712.6% | +219.9% | +492.7% | +335.5% |
| 5Y | +85.5% | +141.1% | -55.6% | +20.3% |
| All | +403.8% | +534.5% | -130.7% | +130.8% |
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 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