-97.1%
SQQQ vs ALHC
-29.3%
-67.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.2% |
| 7D | -4.2% | -1.0% | -3.2% | -4.3% |
| 30D | +2.4% | -6.3% | +8.8% | +1.2% |
| 3M | -5.7% | -12.3% | +6.6% | -6.8% |
| 6M | -46.6% | -27.0% | -19.6% | -48.9% |
| YTD | -42.7% | -31.8% | -10.9% | -45.8% |
| 1Y | -52.6% | -17.0% | -35.6% | -52.6% |
| 3Y | -89.8% | +159.8% | -249.7% | -84.0% |
| 5Y | -94.7% | -25.1% | -69.6% | -92.6% |
| All | -97.1% | -29.3% | -67.8% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling