-100.0%
SQQQ vs DHI
+414.5%
-514.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.2% |
| 7D | +1.8% | -3.4% | +5.2% | -0.9% |
| 30D | +4.2% | -5.4% | +9.6% | -0.2% |
| 3M | -3.3% | -10.4% | +7.2% | -10.7% |
| 6M | -43.6% | -2.8% | -40.9% | -42.8% |
| YTD | -41.9% | -3.4% | -38.5% | -41.2% |
| 1Y | -50.6% | -22.9% | -27.7% | -58.8% |
| 3Y | -89.3% | +20.7% | -110.0% | -84.5% |
| 5Y | -94.8% | +62.1% | -156.9% | -85.5% |
| All | -100.0% | +414.5% | -514.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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