+160.4%
SPXL vs HTZ
-92.5%
+252.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.3% | -5.5% | +2.3% |
| 7D | -3.8% | -27.4% | +23.7% | +1.6% |
| 30D | -8.8% | -11.4% | +2.5% | -7.2% |
| 3M | -7.4% | -33.1% | +25.7% | -2.2% |
| 6M | +1.8% | -73.5% | +75.3% | +22.0% |
| YTD | +23.6% | -68.1% | +91.7% | +40.7% |
| 1Y | +21.7% | -74.3% | +96.0% | +44.0% |
| 3Y | +232.4% | -80.9% | +313.3% | +266.2% |
| 5Y | +110.4% | -93.8% | +204.2% | +229.8% |
| All | +160.4% | -92.5% | +252.9% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling