+55.7%
HAS vs QID
-99.1%
+154.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.3% |
| 7D | -3.1% | -2.7% | -0.4% | -4.0% |
| 30D | -2.7% | +1.8% | -4.5% | -2.1% |
| 3M | +8.9% | -2.2% | +11.1% | +9.0% |
| 6M | -2.9% | -32.1% | +29.2% | -13.5% |
| YTD | +12.6% | -28.6% | +41.2% | +2.5% |
| 1Y | +17.5% | -36.3% | +53.8% | +3.5% |
| 3Y | +46.2% | -74.4% | +120.6% | +1.8% |
| 5Y | +12.6% | -80.8% | +93.3% | -19.8% |
| 10Y | +55.7% | -99.1% | +154.8% | -51.7% |
| All | +55.7% | -99.1% | +154.8% | -51.7% |
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