+1,095.8%
HDB vs QID
-100.0%
+1,195.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +1.7% |
| 7D | +2.7% | -7.1% | +9.9% | -0.5% |
| 30D | +14.1% | +12.6% | +1.5% | +21.0% |
| 3M | +11.8% | +14.2% | -2.4% | +19.7% |
| 6M | +8.2% | +6.2% | +2.0% | +13.2% |
| YTD | -29.3% | -21.8% | -7.5% | -35.0% |
| 1Y | -28.8% | -23.1% | -5.7% | -34.9% |
| 3Y | -7.5% | -71.3% | +63.9% | -44.2% |
| 5Y | -23.1% | -77.0% | +53.9% | -51.2% |
| 10Y | +63.7% | -99.0% | +162.7% | -79.9% |
| All | +1,095.8% | -100.0% | +1,195.8% | -76.7% |
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 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