-50.6%
SQQQ vs HPE
+157.9%
-208.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | +3.8% |
| 7D | +1.8% | +19.4% | -17.6% | +12.3% |
| 30D | +4.2% | +5.6% | -1.5% | +8.0% |
| 3M | -3.3% | +33.1% | -36.3% | +17.5% |
| 6M | -43.6% | +192.5% | -236.1% | +13.1% |
| YTD | -41.9% | +160.9% | -202.8% | +9.1% |
| 1Y | -50.6% | +155.0% | -205.6% | -7.0% |
| All | -50.6% | +157.9% | -208.5% | -7.0% |
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