+210.2%
HD vs QID
-99.1%
+309.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | -1.8% | -1.9% | +0.1% | -2.4% |
| 30D | -10.8% | +1.7% | -12.6% | -10.3% |
| 3M | -2.7% | -3.9% | +1.2% | -3.2% |
| 6M | -10.3% | -30.0% | +19.7% | -19.1% |
| YTD | -7.8% | -28.2% | +20.4% | -15.9% |
| 1Y | -23.1% | -35.6% | +12.5% | -32.2% |
| 3Y | +2.0% | -74.3% | +76.3% | -30.2% |
| 5Y | +6.2% | -80.8% | +87.0% | -25.5% |
| 10Y | +210.2% | -99.2% | +309.3% | -8.1% |
| All | +210.2% | -99.1% | +309.3% | -8.1% |
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