+141.1%
SPXL vs HRB
+109.9%
+31.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | -6.0% | -12.2% | +6.2% | -1.8% |
| 30D | -5.8% | -3.0% | -2.8% | -5.5% |
| 3M | +10.9% | +21.7% | -10.9% | +1.0% |
| 6M | +31.9% | +52.3% | -20.4% | +6.6% |
| YTD | +25.8% | +6.5% | +19.3% | +21.0% |
| 1Y | +39.8% | -6.7% | +46.4% | +42.8% |
| 3Y | +219.9% | +25.1% | +194.7% | +156.8% |
| 5Y | +141.1% | +113.8% | +27.3% | +49.5% |
| All | +141.1% | +109.9% | +31.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling