+2,876.9%
TQQQ vs HUM
+152.7%
+2,724.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.3% |
| 7D | -1.9% | +2.1% | -4.0% | -3.0% |
| 30D | -4.9% | +5.4% | -10.2% | -7.7% |
| 3M | -6.4% | +11.4% | -17.8% | -12.3% |
| 6M | +44.4% | +141.5% | -97.1% | -13.4% |
| YTD | +35.2% | +61.2% | -26.0% | -1.9% |
| 1Y | +49.5% | +49.2% | +0.4% | +11.3% |
| 3Y | +250.7% | -9.0% | +259.8% | +222.6% |
| 5Y | +104.7% | +7.2% | +97.5% | +49.7% |
| All | +2,876.9% | +152.7% | +2,724.2% | +1,324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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