-95.1%
SQQQ vs HTZ
-93.2%
-1.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.0% | +9.8% | +0.2% |
| 7D | +1.9% | -27.5% | +29.4% | -3.5% |
| 30D | +32.2% | -21.9% | +54.1% | +27.7% |
| 3M | +17.1% | -29.2% | +46.3% | +12.4% |
| 6M | +5.4% | -75.2% | +80.6% | -15.6% |
| YTD | -33.9% | -70.8% | +36.9% | -43.6% |
| 1Y | -31.3% | -76.1% | +44.8% | -43.5% |
| 3Y | -87.6% | -82.5% | -5.1% | -89.7% |
| 5Y | -93.3% | -94.1% | +0.8% | -95.5% |
| All | -95.1% | -93.2% | -1.9% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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