-11.8%
HAL vs QID
-70.9%
+59.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.3% |
| 7D | -6.5% | +1.8% | -8.3% | -5.8% |
| 30D | -2.1% | +21.6% | -23.7% | +3.2% |
| 3M | -4.9% | +12.6% | -17.5% | -1.5% |
| 6M | -19.3% | +6.9% | -26.2% | -17.0% |
| YTD | +14.3% | -20.5% | +34.8% | +8.2% |
| 1Y | +17.3% | -18.1% | +35.4% | +12.5% |
| All | -11.8% | -70.9% | +59.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling