+35,000.4%
TQQQ vs HST
+265.6%
+34,734.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +4.4% | +2.0% | +2.4% | +2.3% |
| 30D | -3.1% | -5.2% | +2.1% | +1.9% |
| 3M | -5.2% | -6.2% | +1.1% | +0.1% |
| 6M | +52.4% | +20.4% | +32.0% | +25.8% |
| YTD | +37.4% | +30.6% | +6.8% | +4.3% |
| 1Y | +56.0% | +37.4% | +18.6% | +11.0% |
| 3Y | +268.7% | +66.1% | +202.6% | +126.3% |
| 5Y | +101.2% | +73.7% | +27.5% | +28.9% |
| 10Y | +2,840.4% | +99.8% | +2,740.6% | +1,262.9% |
| All | +35,000.4% | +265.6% | +34,734.8% | +9,898.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling