+246.3%
HPE vs QID
-73.3%
+319.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.3% | -8.6% | -4.8% |
| 7D | +1.4% | +2.7% | -1.3% | +3.2% |
| 30D | +1.5% | +3.3% | -1.8% | +4.1% |
| 3M | +21.7% | -5.5% | +27.3% | +20.8% |
| 6M | +164.2% | -28.4% | +192.6% | +129.6% |
| YTD | +132.1% | -26.6% | +158.6% | +106.5% |
| 1Y | +130.6% | -34.1% | +164.8% | +96.0% |
| All | +246.3% | -73.3% | +319.6% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling