-50.6%
SQQQ vs FHN
+11.5%
-62.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.8% |
| 7D | +1.8% | -1.2% | +3.0% | +1.1% |
| 30D | +4.2% | -4.8% | +8.9% | +1.5% |
| 3M | -3.3% | -0.7% | -2.6% | -3.5% |
| 6M | -43.6% | +10.6% | -54.3% | -39.0% |
| YTD | -41.9% | +4.6% | -46.5% | -38.3% |
| 1Y | -50.6% | +11.4% | -62.0% | -46.4% |
| All | -50.6% | +11.5% | -62.1% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling