+1,475.9%
HD vs QID
-100.0%
+1,575.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.8% |
| 7D | -2.1% | -0.6% | -1.4% | -2.2% |
| 30D | -8.4% | 0.0% | -8.4% | -8.3% |
| 3M | +4.3% | +3.7% | +0.6% | +6.8% |
| 6M | -11.1% | -29.9% | +18.7% | -21.0% |
| YTD | -4.7% | -28.8% | +24.1% | -14.5% |
| 1Y | -19.8% | -37.2% | +17.4% | -31.2% |
| 3Y | +4.1% | -73.7% | +77.8% | -31.8% |
| 5Y | +10.3% | -80.7% | +91.1% | -26.6% |
| 10Y | +203.2% | -99.1% | +302.3% | -28.7% |
| All | +1,475.9% | -100.0% | +1,575.9% | +9.4% |
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