-100.0%
SQQQ vs FHN
+128.3%
-228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.9% |
| 7D | +1.8% | -1.2% | +3.0% | +1.0% |
| 30D | +4.2% | -4.8% | +8.9% | +1.2% |
| 3M | -3.3% | -0.7% | -2.6% | -3.6% |
| 6M | -43.6% | +10.6% | -54.3% | -39.4% |
| YTD | -41.9% | +4.6% | -46.5% | -39.2% |
| 1Y | -50.6% | +11.4% | -62.0% | -45.8% |
| 3Y | -89.3% | +132.3% | -221.6% | -79.3% |
| 5Y | -94.8% | +90.2% | -185.0% | -89.8% |
| All | -100.0% | +128.3% | -228.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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