+48.2%
TQQQ vs HST
+37.1%
+11.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.5% |
| 7D | -3.9% | +0.7% | -4.6% | -4.3% |
| 30D | -5.3% | -0.7% | -4.6% | -5.0% |
| 3M | +0.1% | -4.0% | +4.2% | +1.1% |
| 6M | +40.7% | +20.7% | +20.0% | +22.1% |
| YTD | +31.8% | +31.0% | +0.8% | +13.0% |
| 1Y | +48.2% | +36.2% | +12.0% | +21.5% |
| All | +48.2% | +37.1% | +11.1% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling