+135.2%
SPXL vs HTZ
-91.9%
+227.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -20.8% | +7.7% | -9.4% |
| 7D | -14.2% | -7.7% | -6.5% | -13.0% |
| 30D | -18.1% | -13.1% | -5.0% | -16.3% |
| 3M | -16.3% | +14.7% | -31.0% | -20.2% |
| 6M | -2.3% | -70.6% | +68.3% | +15.2% |
| YTD | +11.6% | -65.2% | +76.8% | +25.4% |
| 1Y | +12.3% | -73.2% | +85.4% | +32.0% |
| 3Y | +211.6% | -80.8% | +292.4% | +250.5% |
| 5Y | +84.3% | -94.8% | +179.1% | +189.2% |
| All | +135.2% | -91.9% | +227.1% | +259.2% |
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