+101.9%
HAS vs QID
-99.0%
+200.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.5% | -0.5% |
| 7D | +2.2% | -0.8% | +2.9% | +2.3% |
| 30D | +29.6% | +20.1% | +9.5% | +38.1% |
| 3M | +30.3% | +11.8% | +18.4% | +35.8% |
| 6M | +25.6% | +5.5% | +20.1% | +29.5% |
| YTD | +50.8% | -21.5% | +72.4% | +42.2% |
| 1Y | +63.0% | -22.6% | +85.6% | +53.5% |
| 3Y | +211.6% | -72.3% | +283.9% | +122.5% |
| 5Y | +50.4% | -76.9% | +127.3% | +14.1% |
| 10Y | +101.9% | -99.0% | +200.9% | -34.9% |
| All | +101.9% | -99.0% | +200.9% | -34.9% |
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