+35.3%
HQI vs SPY
+1,023.2%
-987.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.2% |
| 30D | -3.2% | -1.1% | -2.1% | -2.8% |
| 3M | +13.6% | +3.9% | +9.8% | +11.6% |
| 6M | +55.0% | +13.6% | +41.4% | +46.7% |
| YTD | +54.8% | +12.7% | +42.1% | +47.0% |
| 1Y | +59.0% | +17.5% | +41.5% | +48.5% |
| 3Y | -0.3% | +76.9% | -77.2% | -20.3% |
| 5Y | -8.1% | +83.6% | -91.6% | -27.6% |
| 10Y | +291.7% | +320.7% | -29.0% | +126.4% |
| All | +35.3% | +1,023.2% | -987.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling