-100.0%
SQQQ vs HUM
+152.7%
-252.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.8% | -1.4% |
| 7D | +1.8% | +2.1% | -0.2% | +3.0% |
| 30D | +4.2% | +5.4% | -1.2% | +7.2% |
| 3M | -3.3% | +11.4% | -14.7% | +3.5% |
| 6M | -43.6% | +141.5% | -185.2% | -5.9% |
| YTD | -41.9% | +61.2% | -103.1% | -22.3% |
| 1Y | -50.6% | +49.2% | -99.8% | -36.5% |
| 3Y | -89.3% | -9.0% | -80.3% | -90.3% |
| 5Y | -94.8% | +7.2% | -102.0% | -93.8% |
| All | -100.0% | +152.7% | -252.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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