+150.7%
SPXL vs HTZ
-93.2%
+243.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.0% | +6.9% | +0.3% |
| 7D | -2.9% | -27.5% | +24.7% | +2.6% |
| 30D | -12.4% | -21.9% | +9.5% | -8.8% |
| 3M | -11.8% | -29.2% | +17.5% | -7.8% |
| 6M | -1.4% | -75.2% | +73.8% | +19.6% |
| YTD | +19.0% | -70.8% | +89.8% | +37.6% |
| 1Y | +18.0% | -76.1% | +94.1% | +41.3% |
| 3Y | +220.0% | -82.5% | +302.5% | +258.2% |
| 5Y | +102.6% | -94.1% | +196.7% | +221.8% |
| All | +150.7% | -93.2% | +243.9% | +294.1% |
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