+1,248.4%
SPXL vs HAS
+54.3%
+1,194.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.2% |
| 7D | -1.3% | -4.8% | +3.6% | +2.6% |
| 30D | -5.0% | -5.1% | +0.1% | -1.2% |
| 3M | +7.6% | +6.4% | +1.2% | +1.2% |
| 6M | +33.6% | -5.6% | +39.2% | +36.2% |
| YTD | +28.1% | +11.0% | +17.1% | +13.4% |
| 1Y | +43.6% | +16.8% | +26.9% | +21.6% |
| 3Y | +225.8% | +44.0% | +181.8% | +120.9% |
| 5Y | +140.1% | +11.0% | +129.1% | +108.8% |
| 10Y | +1,248.4% | +56.0% | +1,192.4% | +869.0% |
| All | +1,248.4% | +54.3% | +1,194.1% | +869.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling