-100.0%
SQQQ vs HAL
+63.0%
-163.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +1.5% |
| 7D | +4.1% | -3.3% | +7.3% | +2.1% |
| 30D | +4.6% | +7.2% | -2.6% | +9.2% |
| 3M | -10.4% | -8.8% | -1.6% | -15.3% |
| 6M | -42.1% | +3.0% | -45.1% | -40.7% |
| YTD | -40.3% | +29.4% | -69.7% | -29.3% |
| 1Y | -50.2% | +62.8% | -113.0% | -31.0% |
| 3Y | -89.4% | -6.4% | -83.0% | -87.9% |
| 5Y | -94.7% | +103.6% | -198.3% | -88.2% |
| 10Y | -100.0% | +4.3% | -104.3% | -99.9% |
| All | -100.0% | +63.0% | -163.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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