-100.0%
SQQQ vs HBM
+619.2%
-719.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.8% |
| 7D | +1.8% | -3.3% | +5.1% | +0.4% |
| 30D | +4.2% | -4.8% | +9.0% | +2.4% |
| 3M | -3.3% | -0.4% | -2.9% | +0.8% |
| 6M | -43.6% | +17.9% | -61.5% | -32.0% |
| YTD | -41.9% | +33.7% | -75.6% | -24.1% |
| 1Y | -50.6% | +95.6% | -146.2% | -20.0% |
| 3Y | -89.3% | +458.1% | -547.4% | -64.5% |
| 5Y | -94.8% | +329.0% | -423.8% | -80.4% |
| All | -100.0% | +619.2% | -719.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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