+1,151.0%
HAS vs QID
-100.0%
+1,251.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.4% |
| 7D | -0.2% | +9.4% | -9.6% | +3.3% |
| 30D | +31.0% | +31.2% | -0.2% | +44.5% |
| 3M | +30.7% | +17.4% | +13.2% | +38.9% |
| 6M | +23.9% | +8.4% | +15.5% | +29.1% |
| YTD | +48.3% | -15.8% | +64.1% | +42.8% |
| 1Y | +60.2% | -16.3% | +76.6% | +54.4% |
| 3Y | +189.2% | -70.4% | +259.6% | +107.8% |
| 5Y | +50.4% | -74.8% | +125.2% | +16.2% |
| 10Y | +104.2% | -99.0% | +203.2% | -39.7% |
| All | +1,151.0% | -100.0% | +1,251.0% | +29.9% |
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 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