-100.0%
SQQQ vs HST
+110.3%
-210.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.2% |
| 7D | +1.8% | +0.9% | +0.9% | +2.6% |
| 30D | +4.2% | -2.5% | +6.6% | +1.9% |
| 3M | -3.3% | -5.1% | +1.8% | -7.4% |
| 6M | -43.6% | +21.6% | -65.3% | -31.3% |
| YTD | -41.9% | +31.6% | -73.5% | -23.4% |
| 1Y | -50.6% | +36.1% | -86.8% | -32.7% |
| 3Y | -89.3% | +66.5% | -155.8% | -78.9% |
| 5Y | -94.8% | +76.6% | -171.4% | -86.2% |
| All | -100.0% | +110.3% | -210.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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