+645.2%
HWM vs SPXL
+137.2%
+508.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -8.0% | -1.3% | -6.7% | -7.5% |
| 30D | -18.0% | -5.0% | -13.0% | -16.4% |
| 3M | -9.5% | +7.6% | -17.1% | -12.4% |
| 6M | -8.4% | +33.6% | -42.0% | -18.8% |
| YTD | +13.6% | +28.1% | -14.5% | +1.9% |
| 1Y | +30.2% | +43.6% | -13.4% | +11.3% |
| 3Y | +392.2% | +225.8% | +166.4% | +197.8% |
| 5Y | +645.2% | +140.1% | +505.1% | +370.0% |
| All | +645.2% | +137.2% | +508.0% | +370.0% |
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