+110.4%
SPXL vs HDB
-22.2%
+132.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | -3.8% | +6.9% | -10.7% | -8.4% |
| 30D | -8.8% | +15.2% | -24.0% | -18.1% |
| 3M | -7.4% | +11.7% | -19.1% | -15.4% |
| 6M | +1.8% | +7.5% | -5.8% | -5.6% |
| YTD | +23.6% | -28.8% | +52.4% | +56.8% |
| 1Y | +21.7% | -29.1% | +50.8% | +54.6% |
| 3Y | +232.4% | -7.0% | +239.4% | +214.2% |
| 5Y | +110.4% | -22.1% | +132.5% | +130.3% |
| All | +110.4% | -22.2% | +132.6% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling