-100.0%
SQQQ vs JHX
+507.6%
-607.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.8% |
| 7D | +1.8% | -6.3% | +8.1% | -2.9% |
| 30D | +4.2% | -7.7% | +11.9% | -1.4% |
| 3M | -3.3% | +19.2% | -22.5% | +12.6% |
| 6M | -43.6% | +38.3% | -81.9% | -22.6% |
| YTD | -41.9% | +37.2% | -79.1% | -19.7% |
| 1Y | -50.6% | +42.3% | -92.9% | -29.1% |
| 3Y | -89.3% | -4.4% | -84.9% | -85.6% |
| 5Y | -94.8% | -26.4% | -68.4% | -92.2% |
| 10Y | -100.0% | +106.3% | -206.2% | -99.8% |
| All | -100.0% | +507.6% | -607.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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