+99.6%
TQQQ vs HWM
+624.6%
-525.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -1.1% |
| 7D | -3.9% | -12.5% | +8.6% | +9.7% |
| 30D | -5.3% | -19.0% | +13.7% | +16.2% |
| 3M | +0.1% | -8.6% | +8.7% | +7.0% |
| 6M | +40.7% | -10.2% | +50.8% | +50.5% |
| YTD | +31.8% | +11.3% | +20.5% | +7.1% |
| 1Y | +48.2% | +24.3% | +24.0% | +5.1% |
| 3Y | +253.6% | +382.3% | -128.6% | -59.0% |
| 5Y | +99.6% | +640.6% | -541.0% | -85.7% |
| All | +99.6% | +624.6% | -525.0% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling