+1,125.7%
SPXL vs HAS
+99.1%
+1,026.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.6% |
| 7D | +9.6% | +1.6% | +7.9% | +8.3% |
| 30D | -9.8% | +26.6% | -36.4% | -25.5% |
| 3M | -9.1% | +29.0% | -38.0% | -26.3% |
| 6M | +1.1% | +30.6% | -29.5% | -20.5% |
| YTD | +22.3% | +51.5% | -29.2% | -16.1% |
| 1Y | +20.3% | +58.5% | -38.2% | -20.6% |
| 3Y | +229.0% | +214.1% | +14.9% | +16.2% |
| 5Y | +103.6% | +50.2% | +53.4% | +38.4% |
| All | +1,125.7% | +99.1% | +1,026.6% | +586.6% |
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