+250.7%
TQQQ vs HUM
-9.4%
+260.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.3% |
| 7D | -1.9% | +2.1% | -4.0% | -2.1% |
| 30D | -4.9% | +5.4% | -10.2% | -5.4% |
| 3M | -6.4% | +11.4% | -17.8% | -7.5% |
| 6M | +44.4% | +141.5% | -97.1% | +32.3% |
| YTD | +35.2% | +61.2% | -26.0% | +27.5% |
| 1Y | +49.5% | +49.2% | +0.4% | +41.9% |
| 3Y | +250.7% | -9.0% | +259.8% | +200.0% |
| All | +250.7% | -9.4% | +260.1% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling