-95.6%
SQQQ vs HTZ
-90.7%
-4.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.1% |
| 7D | +4.1% | -9.7% | +13.8% | +2.1% |
| 30D | +4.6% | -16.3% | +20.9% | +1.7% |
| 3M | -10.4% | -58.8% | +48.4% | -22.2% |
| 6M | -42.1% | -48.9% | +6.8% | -46.0% |
| YTD | -40.3% | -60.1% | +19.8% | -46.8% |
| 1Y | -50.2% | -65.0% | +14.8% | -56.2% |
| 3Y | -89.4% | -87.2% | -2.2% | -93.3% |
| 5Y | -94.7% | -87.1% | -7.5% | -96.2% |
| All | -95.6% | -90.7% | -4.9% | -96.9% |
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