+5.8%
HD vs QID
-74.8%
+80.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.5% |
| 7D | +4.3% | +9.4% | -5.1% | +6.9% |
| 30D | +20.2% | +31.2% | -11.0% | +29.0% |
| 3M | -1.0% | +17.4% | -18.4% | +3.4% |
| 6M | +7.9% | +8.4% | -0.5% | +11.1% |
| YTD | +2.0% | -15.8% | +17.8% | -1.3% |
| 1Y | -4.3% | -16.3% | +12.0% | -7.3% |
| 3Y | +25.9% | -70.4% | +96.3% | -5.5% |
| All | +5.8% | -74.8% | +80.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling