+973.1%
HDB vs QID
-100.0%
+1,073.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.6% |
| 7D | +0.4% | -0.6% | +1.1% | +0.1% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -3.5% | +3.7% | -7.3% | -0.9% |
| 6M | -24.7% | -29.9% | +5.1% | -34.7% |
| YTD | -36.6% | -28.8% | -7.8% | -44.5% |
| 1Y | -34.4% | -37.2% | +2.8% | -45.6% |
| 3Y | -24.4% | -73.7% | +49.3% | -56.2% |
| 5Y | -35.4% | -80.7% | +45.4% | -62.6% |
| 10Y | +39.5% | -99.1% | +138.7% | -83.6% |
| All | +973.1% | -100.0% | +1,073.1% | -80.1% |
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 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