+433.3%
HUT vs QID
-98.0%
+531.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.2% |
| 7D | +18.9% | -1.9% | +20.8% | +17.2% |
| 30D | +12.0% | +1.7% | +10.3% | +14.1% |
| 3M | -14.9% | -3.9% | -10.9% | -14.2% |
| 6M | +96.8% | -30.0% | +126.8% | +62.2% |
| YTD | +108.8% | -28.2% | +137.0% | +81.1% |
| 1Y | +227.4% | -35.6% | +263.0% | +175.0% |
| 3Y | +760.3% | -74.3% | +834.5% | +394.0% |
| 5Y | +86.1% | -80.8% | +166.9% | +32.5% |
| All | +433.3% | -98.0% | +531.3% | +160.3% |
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