+563.1%
HPE vs QID
-99.2%
+662.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.8% | +14.2% | +11.7% |
| 7D | +19.4% | +1.3% | +18.1% | +20.2% |
| 30D | +5.6% | +2.9% | +2.7% | +7.4% |
| 3M | +33.1% | -0.7% | +33.8% | +35.4% |
| 6M | +192.5% | -29.7% | +222.1% | +163.1% |
| YTD | +160.9% | -27.9% | +188.8% | +139.0% |
| 1Y | +155.0% | -34.6% | +189.5% | +127.2% |
| 3Y | +289.4% | -73.5% | +362.9% | +173.1% |
| 5Y | +395.7% | -81.0% | +476.7% | +250.6% |
| All | +563.1% | -99.2% | +662.3% | +60.9% |
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