+1,463.9%
HWM vs SPXL
+1,165.2%
+298.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.9% | +2.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | -3.9% | -11.4% | +7.5% | +0.7% |
| 3M | -23.2% | -10.8% | -12.4% | -19.9% |
| 6M | -20.0% | -0.3% | -19.7% | -21.1% |
| YTD | +5.7% | +20.3% | -14.6% | -4.7% |
| 1Y | +4.9% | +24.7% | -19.9% | -7.1% |
| 3Y | +347.0% | +238.6% | +108.4% | +142.8% |
| 5Y | +563.0% | +100.0% | +463.1% | +310.3% |
| 10Y | +1,579.2% | +1,108.4% | +470.7% | +235.7% |
| All | +1,463.9% | +1,165.2% | +298.7% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling