+238.2%
HL vs QID
-80.2%
+318.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -3.0% |
| 7D | -5.6% | +2.7% | -8.4% | -4.5% |
| 30D | +12.7% | +3.3% | +9.4% | +14.7% |
| 3M | +42.5% | -5.5% | +48.0% | +42.4% |
| 6M | -9.0% | -28.4% | +19.4% | -16.6% |
| YTD | +4.4% | -26.6% | +30.9% | -2.4% |
| 1Y | +82.7% | -34.1% | +116.8% | +66.1% |
| 3Y | +406.3% | -73.7% | +480.0% | +261.3% |
| 5Y | +238.2% | -80.7% | +318.8% | +118.3% |
| All | +238.2% | -80.2% | +318.3% | +118.3% |
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