+178.5%
SPXL vs HTZ
-89.5%
+268.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +0.1% | +7.5% | -7.4% | -1.2% |
| 30D | -0.9% | +47.4% | -48.3% | -9.1% |
| 3M | +2.0% | -54.9% | +56.9% | +12.1% |
| 6M | +33.5% | -47.0% | +80.5% | +40.2% |
| YTD | +32.2% | -55.3% | +87.4% | +42.8% |
| 1Y | +48.9% | -57.6% | +106.5% | +58.3% |
| 3Y | +222.9% | -86.6% | +309.5% | +346.4% |
| 5Y | +140.7% | -86.1% | +226.8% | +242.3% |
| All | +178.5% | -89.5% | +268.0% | +309.1% |
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 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