-94.8%
SQQQ vs HWM
+638.1%
-732.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -1.8% |
| 7D | +1.8% | -11.4% | +13.2% | -10.7% |
| 30D | +4.2% | -18.5% | +22.6% | -16.8% |
| 3M | -3.3% | -13.2% | +9.9% | -16.1% |
| 6M | -43.6% | -8.7% | -35.0% | -46.5% |
| YTD | -41.9% | +12.2% | -54.0% | -29.1% |
| 1Y | -50.6% | +24.9% | -75.5% | -29.8% |
| 3Y | -89.3% | +383.9% | -473.2% | +15.8% |
| All | -94.8% | +638.1% | -732.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling