+2,448.5%
TQQQ vs HWM
+1,487.1%
+961.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -2.9% |
| 7D | +10.4% | +7.3% | +3.1% | +4.9% |
| 30D | -22.2% | +1.6% | -23.8% | -23.2% |
| 3M | -25.1% | -21.9% | -3.2% | -11.1% |
| 6M | -25.0% | -19.0% | -6.0% | -13.7% |
| YTD | +10.1% | +7.9% | +2.1% | -0.2% |
| 1Y | +11.0% | +9.9% | +1.1% | -0.8% |
| 3Y | +195.0% | +342.1% | -147.2% | -6.9% |
| 5Y | +46.6% | +600.8% | -554.2% | -63.6% |
| All | +2,448.5% | +1,487.1% | +961.4% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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