+324.6%
HL vs QID
-100.0%
+424.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -0.9% |
| 7D | +7.1% | -2.7% | +9.8% | +5.6% |
| 30D | +21.4% | +1.8% | +19.7% | +22.9% |
| 3M | +37.4% | -2.2% | +39.6% | +39.6% |
| 6M | +0.4% | -32.1% | +32.5% | -12.3% |
| YTD | +6.7% | -28.6% | +35.3% | -3.4% |
| 1Y | +102.4% | -36.3% | +138.7% | +76.0% |
| 3Y | +417.4% | -74.4% | +491.8% | +222.5% |
| 5Y | +243.3% | -80.8% | +324.1% | +120.0% |
| 10Y | +242.6% | -99.1% | +341.7% | -40.8% |
| All | +324.6% | -100.0% | +424.6% | -86.2% |
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