+39.8%
SPXL vs HRB
-6.2%
+46.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.5% |
| 7D | -2.5% | -8.0% | +5.5% | -3.0% |
| 30D | -4.2% | -16.0% | +11.7% | -5.2% |
| 3M | +8.1% | +26.9% | -18.8% | +10.6% |
| 6M | +35.6% | +51.1% | -15.5% | +39.5% |
| YTD | +28.8% | +7.1% | +21.7% | +29.7% |
| 1Y | +39.8% | -9.6% | +49.4% | +33.2% |
| All | +39.8% | -6.2% | +46.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling