+49.5%
TQQQ vs HWM
+24.8%
+24.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.1% |
| 7D | -1.9% | -11.4% | +9.5% | +4.6% |
| 30D | -4.9% | -18.5% | +13.6% | +6.8% |
| 3M | -6.4% | -13.2% | +6.8% | +0.4% |
| 6M | +44.4% | -8.7% | +53.1% | +47.3% |
| YTD | +35.2% | +12.2% | +23.0% | +16.9% |
| 1Y | +49.5% | +24.9% | +24.6% | +19.1% |
| All | +49.5% | +24.8% | +24.7% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling