+220.1%
HUT vs SPXL
+509.6%
-289.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.3% |
| 7D | +9.3% | +7.4% | +1.9% | +4.3% |
| 30D | -23.1% | -7.8% | -15.3% | -19.0% |
| 3M | -30.6% | -11.9% | -18.7% | -24.1% |
| 6M | -46.9% | -1.7% | -45.1% | -46.0% |
| YTD | +25.3% | +20.8% | +4.5% | +14.5% |
| 1Y | +59.8% | +25.0% | +34.8% | +43.7% |
| 3Y | +467.2% | +226.1% | +241.1% | +202.9% |
| 5Y | -24.6% | +101.1% | -125.7% | -47.0% |
| All | +220.1% | +509.6% | -289.5% | +51.2% |
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