-22.1%
HDB vs QID
-78.0%
+55.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | -0.8% |
| 7D | +6.9% | -1.1% | +8.1% | +6.9% |
| 30D | +15.2% | +14.4% | +0.8% | +18.8% |
| 3M | +11.7% | +6.7% | +5.1% | +13.7% |
| 6M | +7.5% | +2.6% | +4.9% | +9.3% |
| YTD | -28.8% | -24.2% | -4.6% | -31.7% |
| 1Y | -29.1% | -22.3% | -6.8% | -31.6% |
| 3Y | -7.0% | -72.0% | +65.0% | -26.6% |
| 5Y | -22.1% | -78.2% | +56.1% | -37.1% |
| All | -22.1% | -78.0% | +55.9% | -37.1% |
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