+132.3%
HON vs QID
-99.2%
+231.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.4% |
| 7D | -3.5% | +1.3% | -4.7% | -3.1% |
| 30D | -13.8% | +2.9% | -16.7% | -12.9% |
| 3M | -11.7% | -0.7% | -11.0% | -11.3% |
| 6M | -18.7% | -29.7% | +10.9% | -25.5% |
| YTD | +0.2% | -27.9% | +28.1% | -7.2% |
| 1Y | -3.1% | -34.6% | +31.5% | -12.4% |
| 3Y | +17.0% | -73.5% | +90.5% | -14.5% |
| 5Y | +2.0% | -81.0% | +83.0% | -24.9% |
| All | +132.3% | -99.2% | +231.5% | -24.6% |
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