-4.6%
HD vs QID
-21.1%
+16.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.4% | +6.4% |
| 7D | +11.9% | +9.8% | +2.1% | +12.9% |
| 30D | +26.4% | +18.9% | +7.5% | +28.9% |
| 3M | +2.8% | +9.6% | -6.8% | +3.8% |
| 6M | +15.5% | -7.8% | +23.3% | +12.9% |
| YTD | +5.5% | -23.3% | +28.9% | -1.9% |
| 1Y | -4.6% | -22.0% | +17.4% | -10.9% |
| All | -4.6% | -21.1% | +16.5% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling