+225.5%
HOOD vs QID
-81.9%
+307.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | +0.3% |
| 7D | -9.1% | +2.7% | -11.9% | -7.0% |
| 30D | +20.1% | +3.3% | +16.7% | +24.6% |
| 3M | +31.2% | -5.5% | +36.8% | +29.2% |
| 6M | +44.3% | -28.4% | +72.7% | +16.3% |
| YTD | +0.2% | -26.6% | +26.8% | -15.6% |
| 1Y | -3.5% | -34.1% | +30.6% | -22.5% |
| 3Y | +955.2% | -73.7% | +1,028.9% | +462.3% |
| 5Y | +175.3% | -80.7% | +255.9% | +71.2% |
| All | +225.5% | -81.9% | +307.4% | +104.5% |
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