+1,168.3%
SPXL vs HDB
+32.9%
+1,135.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.9% |
| 7D | -6.0% | -6.2% | +0.2% | -0.8% |
| 30D | -5.8% | -6.2% | +0.4% | -0.8% |
| 3M | +10.9% | -5.9% | +16.7% | +14.6% |
| 6M | +31.9% | -25.9% | +57.8% | +67.1% |
| YTD | +25.8% | -40.2% | +66.0% | +90.8% |
| 1Y | +39.8% | -38.0% | +77.8% | +104.0% |
| 3Y | +219.9% | -30.5% | +250.3% | +300.4% |
| 5Y | +141.1% | -38.1% | +179.2% | +238.5% |
| All | +1,168.3% | +32.9% | +1,135.4% | +968.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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