+8,623.5%
SPXL vs HRB
+344.9%
+8,278.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | +2.7% |
| 7D | +1.5% | -9.1% | +10.5% | +8.0% |
| 30D | -3.7% | +0.3% | -3.9% | -5.8% |
| 3M | +8.1% | +23.4% | -15.3% | -10.6% |
| 6M | +39.0% | +45.1% | -6.1% | -3.2% |
| YTD | +29.9% | +8.9% | +21.1% | +9.8% |
| 1Y | +46.6% | -7.9% | +54.5% | +38.2% |
| 3Y | +230.5% | +27.9% | +202.6% | +127.3% |
| 5Y | +140.2% | +108.3% | +31.8% | +8.2% |
| 10Y | +1,168.8% | +208.4% | +960.3% | +264.3% |
| All | +8,623.5% | +344.9% | +8,278.6% | +1,278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling