-100.0%
SQQQ vs HRB
+306.8%
-406.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +2.9% |
| 7D | +4.1% | -12.2% | +16.2% | -3.2% |
| 30D | +4.6% | -3.0% | +7.6% | +3.5% |
| 3M | -10.4% | +21.7% | -32.1% | -0.2% |
| 6M | -42.1% | +52.3% | -94.4% | -26.0% |
| YTD | -40.3% | +6.5% | -46.8% | -38.8% |
| 1Y | -50.2% | -6.7% | -43.5% | -53.3% |
| 3Y | -89.4% | +25.1% | -114.5% | -87.1% |
| 5Y | -94.7% | +113.8% | -208.4% | -89.3% |
| 10Y | -100.0% | +204.8% | -304.8% | -99.9% |
| All | -100.0% | +306.8% | -406.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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