-100.0%
SQQQ vs HPE
+585.6%
-685.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.2% | +9.5% | -2.3% |
| 7D | +4.1% | +1.4% | +2.6% | +5.6% |
| 30D | +4.6% | +1.5% | +3.1% | +7.1% |
| 3M | -10.4% | +21.7% | -32.2% | +12.7% |
| 6M | -42.1% | +164.2% | -206.3% | +59.5% |
| YTD | -40.3% | +132.1% | -172.4% | +47.6% |
| 1Y | -50.2% | +130.6% | -180.8% | +26.6% |
| 3Y | -89.4% | +244.1% | -333.5% | -45.1% |
| 5Y | -94.7% | +340.8% | -435.5% | -53.9% |
| 10Y | -100.0% | +500.2% | -600.1% | -99.3% |
| All | -100.0% | +585.6% | -685.6% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling