+92.6%
HAS vs QID
-99.0%
+191.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | +0.1% |
| 7D | +1.4% | -7.1% | +8.5% | -0.8% |
| 30D | +26.3% | +12.6% | +13.6% | +31.9% |
| 3M | +25.6% | +14.2% | +11.4% | +32.0% |
| 6M | +30.3% | +6.2% | +24.1% | +34.7% |
| YTD | +50.4% | -21.8% | +72.2% | +41.7% |
| 1Y | +57.7% | -23.1% | +80.8% | +48.1% |
| 3Y | +213.4% | -71.3% | +284.7% | +126.4% |
| 5Y | +49.1% | -77.0% | +126.1% | +13.0% |
| All | +92.6% | -99.0% | +191.6% | -43.4% |
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