-100.0%
SQQQ vs HST
+133.7%
-233.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -11.0% | +3.6% | -14.6% | -8.0% |
| 30D | +17.9% | +11.2% | +6.7% | +31.3% |
| 3M | +19.5% | +13.1% | +6.4% | +35.3% |
| 6M | +4.2% | +23.9% | -19.7% | +29.0% |
| YTD | -35.6% | +52.3% | -87.9% | -1.9% |
| 1Y | -37.7% | +56.7% | -94.4% | -2.5% |
| 3Y | -88.0% | +87.5% | -175.6% | -73.6% |
| 5Y | -93.1% | +82.8% | -175.9% | -80.5% |
| All | -100.0% | +133.7% | -233.7% | -99.8% |
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