+2,931.7%
TQQQ vs HWM
+1,323.5%
+1,608.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.7% | +10.4% | +7.9% |
| 7D | +4.4% | -9.2% | +13.5% | +11.5% |
| 30D | -3.1% | -17.9% | +14.8% | +11.0% |
| 3M | -5.2% | -6.0% | +0.9% | -2.2% |
| 6M | +52.4% | -7.4% | +59.7% | +58.1% |
| YTD | +37.4% | +13.1% | +24.3% | +20.8% |
| 1Y | +56.0% | +29.3% | +26.7% | +23.6% |
| 3Y | +268.7% | +389.9% | -121.2% | +9.2% |
| 5Y | +101.2% | +655.5% | -554.3% | -52.1% |
| All | +2,931.7% | +1,323.5% | +1,608.2% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling