-18.0%
HWM vs SPXL
+2.8%
-20.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +1.0% |
| 7D | +5.0% | -3.8% | +8.7% | +5.8% |
| 30D | +1.5% | -8.8% | +10.3% | +4.0% |
| 3M | -20.3% | -7.4% | -12.9% | -18.7% |
| 6M | -18.0% | +1.8% | -19.8% | -20.2% |
| All | -18.0% | +2.8% | -20.9% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling