-36.0%
SQQQ vs HPE
+113.0%
-149.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.7% | +2.9% | -5.7% |
| 7D | +14.6% | -17.0% | +31.5% | +4.8% |
| 30D | +28.9% | -26.7% | +55.6% | +12.5% |
| 3M | +13.1% | -4.1% | +17.3% | +15.3% |
| 6M | -15.2% | +75.4% | -90.6% | +26.3% |
| YTD | -37.0% | +111.0% | -148.0% | +6.1% |
| 1Y | -36.0% | +116.4% | -152.4% | +11.2% |
| All | -36.0% | +113.0% | -149.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling