-100.0%
SQQQ vs HBM
+153.6%
-253.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.6% |
| 7D | -2.7% | +5.5% | -8.2% | -0.2% |
| 30D | +2.4% | +3.3% | -0.9% | +4.5% |
| 3M | -8.0% | +12.7% | -20.6% | +1.6% |
| 6M | -43.9% | +28.2% | -72.1% | -30.7% |
| YTD | -42.2% | +45.3% | -87.5% | -23.0% |
| 1Y | -51.8% | +121.7% | -173.5% | -20.0% |
| 3Y | -89.7% | +523.5% | -613.3% | -67.0% |
| 5Y | -94.7% | +393.9% | -488.6% | -80.5% |
| 10Y | -100.0% | +647.9% | -747.9% | -99.7% |
| All | -100.0% | +153.6% | -253.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling