+575.2%
HLT vs QID
-99.2%
+674.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.6% |
| 7D | -1.6% | +1.3% | -2.9% | -1.2% |
| 30D | -5.0% | +2.9% | -8.0% | -4.0% |
| 3M | -10.4% | -0.7% | -9.7% | -10.1% |
| 6M | +3.2% | -29.7% | +32.9% | -7.1% |
| YTD | +6.7% | -27.9% | +34.6% | -2.8% |
| 1Y | +10.3% | -34.6% | +44.8% | -2.6% |
| 3Y | +99.3% | -73.5% | +172.9% | +39.3% |
| 5Y | +143.7% | -81.0% | +224.7% | +72.6% |
| All | +575.2% | -99.2% | +674.4% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling