+136.9%
SPXL vs HTZ
-92.5%
+229.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +2.2% |
| 7D | -8.7% | -14.6% | +5.9% | -6.2% |
| 30D | -16.9% | -20.8% | +3.9% | -13.7% |
| 3M | -15.2% | -18.8% | +3.6% | -13.6% |
| 6M | -5.5% | -74.7% | +69.2% | +14.4% |
| YTD | +12.4% | -68.1% | +80.5% | +28.1% |
| 1Y | +16.9% | -73.5% | +90.4% | +37.4% |
| 3Y | +211.8% | -81.8% | +293.6% | +251.0% |
| 5Y | +85.6% | -95.2% | +180.9% | +195.5% |
| All | +136.9% | -92.5% | +229.5% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling