-89.0%
SQQQ vs FHN
+130.7%
-219.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.9% |
| 7D | +4.1% | -0.8% | +4.9% | +3.4% |
| 30D | +4.6% | -2.6% | +7.2% | +2.5% |
| 3M | -10.4% | +0.8% | -11.3% | -9.5% |
| 6M | -42.1% | +9.2% | -51.3% | -36.6% |
| YTD | -40.3% | +5.1% | -45.5% | -36.2% |
| 1Y | -50.2% | +12.2% | -62.4% | -43.0% |
| All | -89.0% | +130.7% | -219.7% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling