+1,622.9%
HD vs QID
-100.0%
+1,722.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.2% |
| 7D | +5.2% | +1.8% | +3.4% | +6.3% |
| 30D | +20.7% | +21.6% | -0.9% | +30.4% |
| 3M | +0.8% | +12.6% | -11.8% | +6.0% |
| 6M | +12.2% | +6.9% | +5.3% | +16.8% |
| YTD | +4.2% | -20.5% | +24.7% | -2.2% |
| 1Y | -2.6% | -18.1% | +15.5% | -7.3% |
| 3Y | +30.0% | -70.7% | +100.7% | -11.4% |
| 5Y | +8.1% | -77.2% | +85.3% | -23.2% |
| 10Y | +247.2% | -99.0% | +346.2% | -15.1% |
| All | +1,622.9% | -100.0% | +1,722.9% | +25.2% |
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