+48.9%
HAS vs QID
-74.8%
+123.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -2.0% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +10.4% | +3.7% | +6.6% | +12.6% |
| 6M | -3.2% | -29.9% | +26.6% | -12.0% |
| YTD | +15.4% | -28.8% | +44.2% | +5.8% |
| 1Y | +18.8% | -37.2% | +56.0% | +5.4% |
| All | +48.9% | -74.8% | +123.7% | -0.8% |
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