+1,108.4%
SPXL vs HAS
+106.1%
+1,002.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +5.7% |
| 7D | -0.9% | +2.2% | -3.0% | -2.2% |
| 30D | -11.4% | +29.6% | -41.0% | -28.2% |
| 3M | -10.8% | +30.3% | -41.1% | -28.4% |
| 6M | -0.3% | +25.6% | -25.9% | -19.2% |
| YTD | +20.3% | +50.8% | -30.5% | -17.2% |
| 1Y | +24.7% | +63.0% | -38.3% | -19.5% |
| 3Y | +238.6% | +211.6% | +27.0% | +20.5% |
| 5Y | +100.0% | +50.4% | +49.6% | +35.8% |
| 10Y | +1,108.4% | +101.9% | +1,006.6% | +560.7% |
| All | +1,108.4% | +106.1% | +1,002.4% | +560.7% |
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