+107.4%
TQQQ vs HTZ
-92.5%
+199.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.3% | -2.5% | +4.9% |
| 7D | -2.9% | -27.4% | +24.5% | +3.9% |
| 30D | -24.1% | -11.4% | -12.7% | -22.2% |
| 3M | -17.1% | -33.1% | +15.9% | -11.3% |
| 6M | -21.1% | -73.5% | +52.4% | -2.1% |
| YTD | +15.3% | -68.1% | +83.4% | +34.8% |
| 1Y | +8.9% | -74.3% | +83.2% | +33.2% |
| 3Y | +206.3% | -80.9% | +287.2% | +239.3% |
| 5Y | +58.5% | -93.8% | +152.3% | +179.8% |
| All | +107.4% | -92.5% | +199.9% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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