-100.0%
SQQQ vs FHN
+180.6%
-280.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | +2.4% | -2.6% | +5.0% | +0.7% |
| 3M | -8.0% | 0.0% | -8.0% | -7.7% |
| 6M | -43.9% | +9.2% | -53.2% | -39.4% |
| YTD | -42.2% | +4.3% | -46.6% | -39.2% |
| 1Y | -51.8% | +10.8% | -62.5% | -46.4% |
| 3Y | -89.7% | +130.7% | -220.5% | -77.3% |
| 5Y | -94.7% | +87.4% | -182.1% | -88.4% |
| 10Y | -100.0% | +126.9% | -226.8% | -99.9% |
| All | -100.0% | +180.6% | -280.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling