+123.6%
HOOD vs QID
-80.7%
+204.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -2.1% |
| 7D | -3.8% | -7.1% | +3.4% | -9.1% |
| 30D | -23.0% | +12.6% | -35.6% | -12.4% |
| 3M | -21.6% | +14.2% | -35.9% | -8.3% |
| 6M | +1.4% | +6.2% | -4.7% | +15.7% |
| YTD | -31.2% | -21.8% | -9.4% | -36.6% |
| 1Y | -35.9% | -23.1% | -12.8% | -40.9% |
| 3Y | +836.9% | -71.3% | +908.3% | +449.2% |
| 5Y | +121.1% | -77.0% | +198.1% | +57.2% |
| All | +123.6% | -80.7% | +204.3% | +53.8% |
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