-100.0%
SQQQ vs HUBB
+1,360.5%
-1,460.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +2.5% |
| 7D | +4.1% | -1.7% | +5.8% | +1.8% |
| 30D | +4.6% | -12.7% | +17.3% | -12.4% |
| 3M | -10.4% | -2.9% | -7.5% | -10.5% |
| 6M | -42.1% | -4.8% | -37.3% | -42.5% |
| YTD | -40.3% | +2.8% | -43.1% | -33.1% |
| 1Y | -50.2% | +3.5% | -53.7% | -42.0% |
| 3Y | -89.4% | +43.5% | -132.9% | -73.7% |
| 5Y | -94.7% | +154.2% | -248.8% | -60.6% |
| 10Y | -100.0% | +434.0% | -534.0% | -98.6% |
| All | -100.0% | +1,360.5% | -1,460.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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