-100.0%
SQQQ vs HSY
+600.2%
-700.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.0% | +4.2% |
| 7D | +4.1% | -0.4% | +4.5% | +3.7% |
| 30D | +4.6% | -3.4% | +8.1% | +1.7% |
| 3M | -10.4% | -0.5% | -9.9% | -11.7% |
| 6M | -42.1% | -19.1% | -23.0% | -52.1% |
| YTD | -40.3% | -2.1% | -38.3% | -42.1% |
| 1Y | -50.2% | -3.2% | -47.0% | -52.3% |
| 3Y | -89.4% | -8.8% | -80.6% | -90.6% |
| 5Y | -94.7% | +13.0% | -107.6% | -93.6% |
| 10Y | -100.0% | +130.9% | -230.9% | -99.9% |
| All | -100.0% | +600.2% | -700.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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