+392.8%
HL vs QID
-73.7%
+466.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -2.1% |
| 7D | -4.4% | +1.3% | -5.6% | -3.7% |
| 30D | +9.3% | +2.9% | +6.4% | +11.3% |
| 3M | +32.0% | -0.7% | +32.7% | +34.5% |
| 6M | -6.4% | -29.7% | +23.2% | -16.1% |
| YTD | +3.1% | -27.9% | +31.0% | -5.5% |
| 1Y | +77.6% | -34.6% | +112.1% | +58.4% |
| 3Y | +392.8% | -73.5% | +466.4% | +246.1% |
| All | +392.8% | -73.7% | +466.6% | +246.1% |
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 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