+11.0%
TQQQ vs HST
+53.2%
-42.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +10.4% | +3.6% | +6.8% | +7.2% |
| 30D | -22.2% | +11.2% | -33.4% | -26.4% |
| 3M | -25.1% | +13.1% | -38.2% | -30.0% |
| 6M | -25.0% | +23.9% | -48.9% | -36.5% |
| YTD | +10.1% | +52.3% | -42.2% | -15.8% |
| 1Y | +11.0% | +56.7% | -45.6% | -16.2% |
| All | +11.0% | +53.2% | -42.1% | -16.2% |
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