+147.1%
TQQQ vs HTZ
-90.1%
+237.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.7% |
| 7D | +4.4% | -2.5% | +6.8% | +4.8% |
| 30D | -3.1% | -3.7% | +0.6% | -3.6% |
| 3M | -5.2% | -57.0% | +51.8% | +6.9% |
| 6M | +52.4% | -47.0% | +99.4% | +61.2% |
| YTD | +37.4% | -57.5% | +94.9% | +52.1% |
| 1Y | +56.0% | -63.5% | +119.4% | +73.2% |
| 3Y | +268.7% | -86.3% | +355.0% | +429.4% |
| 5Y | +101.2% | -86.8% | +188.0% | +230.9% |
| All | +147.1% | -90.1% | +237.2% | +299.7% |
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