+39.8%
SPXL vs HBM
+97.2%
-57.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.5% | -3.3% | +0.8% | -1.6% |
| 30D | -4.2% | -4.8% | +0.6% | -3.2% |
| 3M | +8.1% | -0.4% | +8.5% | +6.8% |
| 6M | +35.6% | +17.9% | +17.7% | +25.0% |
| YTD | +28.8% | +33.7% | -4.9% | +11.4% |
| 1Y | +39.8% | +95.6% | -55.8% | +7.8% |
| All | +39.8% | +97.2% | -57.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling