+1,046.8%
JHX vs SPXL
+7,356.5%
-6,309.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | -4.9% | -6.0% | +1.1% | -2.5% |
| 30D | -9.3% | -5.8% | -3.5% | -7.1% |
| 3M | +28.1% | +10.9% | +17.2% | +22.8% |
| 6M | +35.2% | +31.9% | +3.3% | +21.4% |
| YTD | +35.9% | +25.8% | +10.1% | +24.0% |
| 1Y | +42.5% | +39.8% | +2.8% | +24.2% |
| 3Y | -4.5% | +219.9% | -224.3% | -42.4% |
| 5Y | -27.1% | +141.1% | -168.2% | -54.8% |
| 10Y | +104.2% | +1,223.7% | -1,119.4% | -43.8% |
| All | +1,046.8% | +7,356.5% | -6,309.7% | +29.5% |
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