+7.4%
HAL vs QID
-99.1%
+106.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.1% |
| 7D | -1.3% | -1.9% | +0.6% | -2.0% |
| 30D | +10.9% | +1.7% | +9.2% | +11.6% |
| 3M | -5.8% | -3.9% | -1.9% | -6.8% |
| 6M | +8.1% | -30.0% | +38.1% | -4.4% |
| YTD | +33.2% | -28.2% | +61.4% | +19.3% |
| 1Y | +74.2% | -35.6% | +109.8% | +50.6% |
| 3Y | -3.7% | -74.3% | +70.6% | -36.8% |
| 5Y | +111.9% | -80.8% | +192.7% | +41.0% |
| 10Y | +7.4% | -99.2% | +106.5% | -72.1% |
| All | +7.4% | -99.1% | +106.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling