+2,448.5%
TQQQ vs HST
+133.7%
+2,314.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +10.4% | +3.6% | +6.8% | +7.0% |
| 30D | -22.2% | +11.2% | -33.4% | -28.6% |
| 3M | -25.1% | +13.1% | -38.2% | -32.4% |
| 6M | -25.0% | +23.9% | -48.9% | -38.2% |
| YTD | +10.1% | +52.3% | -42.2% | -24.5% |
| 1Y | +11.0% | +56.7% | -45.6% | -26.1% |
| 3Y | +195.0% | +87.5% | +107.5% | +72.5% |
| 5Y | +46.6% | +82.8% | -36.2% | -4.6% |
| All | +2,448.5% | +133.7% | +2,314.8% | +1,550.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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