-100.0%
SQQQ vs HYG
+142.8%
-242.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.7% |
| 7D | +1.8% | -0.7% | +2.5% | -1.7% |
| 30D | +4.2% | -0.7% | +4.9% | +0.6% |
| 3M | -3.3% | -0.2% | -3.1% | -3.0% |
| 6M | -43.6% | +1.4% | -45.1% | -36.9% |
| YTD | -41.9% | +1.5% | -43.3% | -34.4% |
| 1Y | -50.6% | +2.9% | -53.5% | -39.4% |
| 3Y | -89.3% | +25.6% | -114.9% | -58.0% |
| 5Y | -94.8% | +18.6% | -113.4% | -77.0% |
| 10Y | -100.0% | +55.7% | -155.7% | -99.1% |
| All | -100.0% | +142.8% | -242.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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