+65.9%
HDB vs QID
-99.1%
+165.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.1% |
| 7D | +4.1% | -11.8% | +15.9% | +1.1% |
| 30D | +13.0% | +14.2% | -1.3% | +17.1% |
| 3M | +11.3% | +8.8% | +2.5% | +14.2% |
| 6M | +6.9% | +1.5% | +5.5% | +8.7% |
| YTD | -29.6% | -23.8% | -5.9% | -33.0% |
| 1Y | -29.5% | -22.0% | -7.5% | -32.4% |
| 3Y | -8.1% | -71.9% | +63.8% | -29.9% |
| 5Y | -23.4% | -77.6% | +54.2% | -39.2% |
| All | +65.9% | -99.1% | +165.0% | -33.4% |
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 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