+140.1%
SPXL vs HDB
-38.7%
+178.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.1% |
| 7D | -1.3% | -4.9% | +3.6% | +2.4% |
| 30D | -5.0% | -5.8% | +0.8% | -0.9% |
| 3M | +7.6% | -5.2% | +12.8% | +10.1% |
| 6M | +33.6% | -25.7% | +59.3% | +64.8% |
| YTD | +28.1% | -39.6% | +67.7% | +84.8% |
| 1Y | +43.6% | -36.9% | +80.6% | +98.9% |
| 3Y | +225.8% | -29.7% | +255.6% | +295.2% |
| 5Y | +140.1% | -37.8% | +177.8% | +214.5% |
| All | +140.1% | -38.7% | +178.8% | +214.5% |
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 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