-89.4%
SQQQ vs HST
+65.3%
-154.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.7% |
| 7D | -2.7% | -0.3% | -2.4% | -3.1% |
| 30D | +2.4% | -2.8% | +5.2% | -0.7% |
| 3M | -8.0% | -6.5% | -1.5% | -13.9% |
| 6M | -43.9% | +20.7% | -64.7% | -27.6% |
| YTD | -42.2% | +30.5% | -72.7% | -17.5% |
| 1Y | -51.8% | +36.8% | -88.6% | -27.1% |
| All | -89.4% | +65.3% | -154.6% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling