+16,132.5%
SPXL vs HBM
+654.4%
+15,478.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.4% | -4.1% |
| 7D | +1.5% | +7.4% | -5.9% | -1.7% |
| 30D | -3.7% | +5.1% | -8.7% | -6.3% |
| 3M | +8.1% | +11.1% | -3.0% | +1.5% |
| 6M | +39.0% | +30.2% | +8.8% | +20.2% |
| YTD | +29.9% | +46.2% | -16.3% | +4.3% |
| 1Y | +46.6% | +120.0% | -73.4% | -2.7% |
| 3Y | +230.5% | +527.4% | -296.9% | +31.5% |
| 5Y | +140.2% | +400.4% | -260.2% | -1.0% |
| 10Y | +1,168.8% | +621.5% | +547.2% | +241.4% |
| All | +16,132.5% | +654.4% | +15,478.1% | +2,656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling