+140.1%
SPXL vs HSY
+10.6%
+129.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | -5.0% | -5.0% | 0.0% | -3.6% |
| 3M | +7.6% | -1.3% | +8.9% | +7.4% |
| 6M | +33.6% | -21.5% | +55.1% | +44.2% |
| YTD | +28.1% | -3.3% | +31.4% | +26.6% |
| 1Y | +43.6% | -5.5% | +49.1% | +42.8% |
| 3Y | +225.8% | -9.9% | +235.8% | +230.3% |
| 5Y | +140.1% | +11.3% | +128.7% | +102.5% |
| All | +140.1% | +10.6% | +129.5% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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