+1,773.8%
HWM vs SPXL
+1,289.7%
+484.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -11.0% | -0.9% | -10.1% | -10.7% |
| 3M | +4.0% | +2.0% | +2.0% | +2.2% |
| 6M | -0.2% | +33.5% | -33.7% | -13.1% |
| YTD | +26.7% | +32.2% | -5.5% | +10.4% |
| 1Y | +44.7% | +48.9% | -4.2% | +19.1% |
| 3Y | +426.1% | +222.9% | +203.2% | +192.2% |
| 5Y | +738.5% | +140.7% | +597.8% | +378.1% |
| All | +1,773.8% | +1,289.7% | +484.1% | +254.8% |
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 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