+389.9%
HWM vs SPXL
+231.8%
+158.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.0% |
| 7D | -9.2% | +1.5% | -10.6% | -9.6% |
| 30D | -17.9% | -3.7% | -14.2% | -16.6% |
| 3M | -6.0% | +8.1% | -14.2% | -9.5% |
| 6M | -7.4% | +39.0% | -46.4% | -20.0% |
| YTD | +13.1% | +29.9% | -16.8% | -0.1% |
| 1Y | +29.3% | +46.6% | -17.3% | +8.1% |
| 3Y | +389.9% | +230.5% | +159.4% | +182.9% |
| All | +389.9% | +231.8% | +158.2% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling