+403.8%
HUT vs QID
-97.9%
+501.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.9% | -3.6% |
| 7D | +2.8% | +2.7% | +0.1% | +5.4% |
| 30D | +2.1% | +3.3% | -1.3% | +5.6% |
| 3M | -14.3% | -5.5% | -8.7% | -15.0% |
| 6M | +84.2% | -28.4% | +112.6% | +54.9% |
| YTD | +97.2% | -26.6% | +123.8% | +74.6% |
| 1Y | +192.7% | -34.1% | +226.9% | +151.1% |
| 3Y | +712.6% | -73.7% | +786.2% | +376.4% |
| 5Y | +85.5% | -80.7% | +166.1% | +33.8% |
| All | +403.8% | -97.9% | +501.7% | +151.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling