+588.3%
HWM vs SPXL
+100.1%
+488.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -1.8% | -2.9% | +1.1% | -1.0% |
| 30D | -2.7% | -12.4% | +9.7% | +1.9% |
| 3M | -22.7% | -11.8% | -11.0% | -19.4% |
| 6M | -18.9% | -1.4% | -17.5% | -19.5% |
| YTD | +7.1% | +19.0% | -11.9% | -1.8% |
| 1Y | +4.7% | +18.0% | -13.3% | -3.9% |
| 3Y | +345.6% | +220.0% | +125.6% | +171.1% |
| 5Y | +588.3% | +102.6% | +485.7% | +353.8% |
| All | +588.3% | +100.1% | +488.2% | +353.8% |
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