-100.0%
SQQQ vs HPE
+581.3%
-681.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | +8.7% |
| 7D | +1.8% | +19.4% | -17.6% | +20.2% |
| 30D | +4.2% | +5.6% | -1.5% | +10.6% |
| 3M | -3.3% | +33.1% | -36.3% | +32.5% |
| 6M | -43.6% | +192.5% | -236.1% | +75.8% |
| YTD | -41.9% | +160.9% | -202.8% | +64.5% |
| 1Y | -50.6% | +155.0% | -205.6% | +41.1% |
| 3Y | -89.3% | +289.4% | -378.7% | -34.5% |
| 5Y | -94.8% | +395.7% | -490.5% | -45.9% |
| All | -100.0% | +581.3% | -681.3% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling