+105.2%
TQQQ vs HYG
+18.4%
+86.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | -1.9% | -0.7% | -1.2% | +2.7% |
| 30D | -4.9% | -0.7% | -4.1% | -0.1% |
| 3M | -6.4% | -0.2% | -6.2% | -3.9% |
| 6M | +44.4% | +1.4% | +43.0% | +37.6% |
| YTD | +35.2% | +1.5% | +33.7% | +29.5% |
| 1Y | +49.5% | +2.9% | +46.6% | +32.9% |
| 3Y | +250.7% | +25.6% | +225.1% | +11.4% |
| All | +105.2% | +18.4% | +86.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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