-100.0%
SQQQ vs HL
+273.7%
-373.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -3.0% |
| 7D | +1.8% | -4.4% | +6.2% | +0.4% |
| 30D | +4.2% | +9.3% | -5.1% | +7.8% |
| 3M | -3.3% | +32.0% | -35.3% | +8.7% |
| 6M | -43.6% | -6.4% | -37.2% | -41.1% |
| YTD | -41.9% | +3.1% | -45.0% | -35.6% |
| 1Y | -50.6% | +77.6% | -128.2% | -33.4% |
| 3Y | -89.3% | +392.8% | -482.1% | -77.1% |
| 5Y | -94.8% | +234.1% | -328.9% | -88.4% |
| All | -100.0% | +273.7% | -373.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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