-100.0%
SQQQ vs HAS
+59.3%
-159.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +4.4% |
| 7D | +4.1% | -3.1% | +7.1% | +1.4% |
| 30D | +4.6% | -6.4% | +11.0% | -1.0% |
| 3M | -10.4% | +10.4% | -20.8% | -1.9% |
| 6M | -42.1% | -3.7% | -38.4% | -42.9% |
| YTD | -40.3% | +12.5% | -52.8% | -32.1% |
| 1Y | -50.2% | +19.8% | -70.0% | -39.3% |
| 3Y | -89.4% | +46.0% | -135.4% | -82.1% |
| 5Y | -94.7% | +12.5% | -107.2% | -90.8% |
| All | -100.0% | +59.3% | -159.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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