-37.8%
HDB vs QID
-80.7%
+42.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.7% |
| 7D | -4.9% | -1.9% | -2.9% | -5.2% |
| 30D | -5.8% | +1.7% | -7.6% | -5.5% |
| 3M | -5.2% | -3.9% | -1.3% | -5.5% |
| 6M | -25.7% | -30.0% | +4.3% | -30.4% |
| YTD | -39.6% | -28.2% | -11.4% | -43.0% |
| 1Y | -36.9% | -35.6% | -1.3% | -41.7% |
| 3Y | -29.7% | -74.3% | +44.6% | -45.6% |
| 5Y | -37.8% | -80.8% | +43.1% | -51.2% |
| All | -37.8% | -80.7% | +42.9% | -51.2% |
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 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