-97.1%
SQQQ vs ALHC
-33.8%
-63.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.8% |
| 7D | +1.8% | -6.9% | +8.7% | +0.4% |
| 30D | +4.2% | -6.7% | +10.9% | +2.7% |
| 3M | -3.3% | -37.7% | +34.4% | -11.4% |
| 6M | -43.6% | -30.0% | -13.7% | -46.5% |
| YTD | -41.9% | -36.2% | -5.7% | -45.7% |
| 1Y | -50.6% | -22.9% | -27.8% | -51.3% |
| 3Y | -89.3% | +138.4% | -227.7% | -83.6% |
| 5Y | -94.8% | -32.8% | -62.0% | -92.9% |
| All | -97.1% | -33.8% | -63.3% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling