-27.2%
JHX vs SPXL
+141.8%
-169.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | 0.0% |
| 7D | -6.3% | -2.5% | -3.8% | -5.3% |
| 30D | -7.7% | -4.2% | -3.5% | -6.0% |
| 3M | +19.2% | +8.1% | +11.1% | +15.0% |
| 6M | +38.3% | +35.6% | +2.7% | +21.8% |
| YTD | +37.2% | +28.8% | +8.4% | +23.1% |
| 1Y | +42.3% | +39.8% | +2.5% | +22.8% |
| 3Y | -4.4% | +221.4% | -225.8% | -44.5% |
| All | -27.2% | +141.8% | -169.0% | -57.8% |
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