+242.0%
TQQQ vs HWM
+379.8%
-137.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -1.6% |
| 7D | -3.9% | -12.5% | +8.6% | +6.7% |
| 30D | -5.3% | -19.0% | +13.7% | +11.6% |
| 3M | +0.1% | -8.6% | +8.7% | +5.7% |
| 6M | +40.7% | -10.2% | +50.8% | +49.2% |
| YTD | +31.8% | +11.3% | +20.5% | +12.2% |
| 1Y | +48.2% | +24.3% | +24.0% | +13.2% |
| All | +242.0% | +379.8% | -137.9% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling