-94.8%
SQQQ vs HIG
+116.1%
-210.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.9% |
| 7D | +1.8% | -1.5% | +3.3% | +0.5% |
| 30D | +4.2% | -0.4% | +4.5% | +3.7% |
| 3M | -3.3% | +6.7% | -9.9% | +1.6% |
| 6M | -43.6% | +2.0% | -45.6% | -43.8% |
| YTD | -41.9% | +0.3% | -42.2% | -43.2% |
| 1Y | -50.6% | +4.2% | -54.8% | -50.1% |
| 3Y | -89.3% | +102.2% | -191.5% | -72.1% |
| All | -94.8% | +116.1% | -210.9% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling