-100.0%
SQQQ vs HLT
+590.2%
-690.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.8% | -1.6% | +3.4% | -0.2% |
| 30D | +4.2% | -5.0% | +9.2% | -2.3% |
| 3M | -3.3% | -10.4% | +7.1% | -15.5% |
| 6M | -43.6% | +3.2% | -46.9% | -40.1% |
| YTD | -41.9% | +6.7% | -48.6% | -35.2% |
| 1Y | -50.6% | +10.3% | -60.9% | -42.8% |
| 3Y | -89.3% | +99.3% | -188.6% | -68.1% |
| 5Y | -94.8% | +143.7% | -238.5% | -72.7% |
| All | -100.0% | +590.2% | -690.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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