+8,110.7%
SPXL vs HDB
+727.8%
+7,382.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.1% |
| 7D | +9.6% | +4.1% | +5.5% | +5.6% |
| 30D | -9.8% | +13.0% | -22.7% | -20.1% |
| 3M | -9.1% | +11.3% | -20.3% | -19.0% |
| 6M | +1.1% | +6.9% | -5.8% | -8.1% |
| YTD | +22.3% | -29.6% | +51.9% | +63.2% |
| 1Y | +20.3% | -29.5% | +49.8% | +59.8% |
| 3Y | +229.0% | -8.1% | +237.1% | +217.6% |
| 5Y | +103.6% | -23.4% | +127.0% | +137.5% |
| 10Y | +1,127.6% | +62.9% | +1,064.6% | +560.3% |
| All | +8,110.7% | +727.8% | +7,382.9% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling