-100.0%
SQQQ vs HST
+265.2%
-365.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.1% |
| 7D | -0.9% | -1.0% | +0.1% | -1.9% |
| 30D | -0.3% | -12.3% | +12.0% | -12.2% |
| 3M | +2.7% | -6.4% | +9.1% | -3.3% |
| 6M | -43.8% | +15.0% | -58.8% | -33.8% |
| YTD | -42.9% | +30.5% | -73.4% | -23.3% |
| 1Y | -53.5% | +35.7% | -89.2% | -34.8% |
| 3Y | -89.4% | +68.4% | -157.8% | -77.4% |
| 5Y | -94.7% | +73.1% | -167.8% | -84.3% |
| 10Y | -100.0% | +92.7% | -192.7% | -99.8% |
| All | -100.0% | +265.2% | -365.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling