-89.3%
SQQQ vs HIG
+101.1%
-190.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.7% |
| 7D | +1.8% | -1.5% | +3.3% | +1.3% |
| 30D | +4.2% | -0.4% | +4.5% | +4.0% |
| 3M | -3.3% | +6.7% | -9.9% | -0.6% |
| 6M | -43.6% | +2.0% | -45.6% | -43.7% |
| YTD | -41.9% | +0.3% | -42.2% | -42.6% |
| 1Y | -50.6% | +4.2% | -54.8% | -50.2% |
| 3Y | -89.3% | +102.2% | -191.5% | -82.0% |
| All | -89.3% | +101.1% | -190.4% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling