-100.0%
SQQQ vs HWM
+1,311.7%
-1,411.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.0% |
| 7D | +1.8% | -11.4% | +13.2% | -7.0% |
| 30D | +4.2% | -18.5% | +22.6% | -10.6% |
| 3M | -3.3% | -13.2% | +9.9% | -12.1% |
| 6M | -43.6% | -8.7% | -35.0% | -45.2% |
| YTD | -41.9% | +12.2% | -54.0% | -33.3% |
| 1Y | -50.6% | +24.9% | -75.5% | -37.3% |
| 3Y | -89.3% | +383.9% | -473.2% | -53.9% |
| 5Y | -94.8% | +646.1% | -740.9% | -62.6% |
| All | -100.0% | +1,311.7% | -1,411.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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