-100.0%
SQQQ vs HAS
+345.6%
-445.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.9% |
| 7D | -0.9% | -1.8% | +0.9% | -2.6% |
| 30D | -0.3% | +2.3% | -2.6% | +1.8% |
| 3M | +2.7% | +10.4% | -7.6% | +13.4% |
| 6M | -43.8% | -3.2% | -40.6% | -44.5% |
| YTD | -42.9% | +15.4% | -58.3% | -33.0% |
| 1Y | -53.5% | +18.8% | -72.3% | -43.2% |
| 3Y | -89.4% | +43.9% | -133.4% | -81.8% |
| 5Y | -94.7% | +13.9% | -108.6% | -90.5% |
| 10Y | -100.0% | +56.4% | -156.4% | -99.9% |
| All | -100.0% | +345.6% | -445.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling