-100.0%
SQQQ vs HL
+341.8%
-441.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.2% | +2.1% |
| 7D | +4.1% | -5.6% | +9.7% | +2.3% |
| 30D | +4.6% | +12.7% | -8.1% | +9.2% |
| 3M | -10.4% | +42.5% | -52.9% | +2.7% |
| 6M | -42.1% | -9.0% | -33.1% | -40.1% |
| YTD | -40.3% | +4.4% | -44.7% | -34.0% |
| 1Y | -50.2% | +82.7% | -132.9% | -33.1% |
| 3Y | -89.4% | +406.3% | -495.7% | -77.9% |
| 5Y | -94.7% | +238.2% | -332.8% | -88.5% |
| 10Y | -100.0% | +268.9% | -368.8% | -99.9% |
| All | -100.0% | +341.8% | -441.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling