+1,199.1%
SPXL vs HBM
+619.2%
+579.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.5% | -3.3% | +0.8% | -1.4% |
| 30D | -4.2% | -4.8% | +0.6% | -2.9% |
| 3M | +8.1% | -0.4% | +8.5% | +6.2% |
| 6M | +35.6% | +17.9% | +17.7% | +21.9% |
| YTD | +28.8% | +33.7% | -4.9% | +6.7% |
| 1Y | +39.8% | +95.6% | -55.8% | -3.5% |
| 3Y | +221.4% | +458.1% | -236.7% | +30.4% |
| 5Y | +146.9% | +329.0% | -182.1% | +5.7% |
| All | +1,199.1% | +619.2% | +579.9% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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