+38.7%
HAL vs QID
-100.0%
+138.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.8% |
| 7D | +2.9% | -0.6% | +3.6% | +2.6% |
| 30D | +17.0% | 0.0% | +17.0% | +17.0% |
| 3M | -9.7% | +3.7% | -13.4% | -7.2% |
| 6M | +8.6% | -29.9% | +38.5% | -7.4% |
| YTD | +33.0% | -28.8% | +61.8% | +14.6% |
| 1Y | +68.3% | -37.2% | +105.5% | +37.4% |
| 3Y | +0.1% | -73.7% | +73.8% | -41.5% |
| 5Y | +102.6% | -80.7% | +183.4% | +16.5% |
| 10Y | +3.8% | -99.1% | +103.0% | -84.9% |
| All | +38.7% | -100.0% | +138.7% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling