-6.8%
HDB vs QID
-72.3%
+65.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | -0.4% |
| 7D | +6.9% | -1.1% | +8.1% | +6.9% |
| 30D | +15.2% | +14.4% | +0.8% | +17.5% |
| 3M | +11.7% | +6.7% | +5.1% | +13.0% |
| 6M | +7.5% | +2.6% | +4.9% | +8.7% |
| YTD | -28.8% | -24.2% | -4.6% | -30.9% |
| 1Y | -29.1% | -22.3% | -6.8% | -30.9% |
| All | -6.8% | -72.3% | +65.5% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling