+467.2%
HUT vs QID
-71.4%
+538.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.6% | -9.7% | -3.9% |
| 7D | +9.3% | -7.1% | +16.5% | +1.2% |
| 30D | -23.1% | +12.6% | -35.7% | -6.5% |
| 3M | -30.6% | +14.2% | -44.8% | -11.5% |
| 6M | -46.9% | +6.2% | -53.0% | -33.8% |
| YTD | +25.3% | -21.8% | +47.1% | +17.7% |
| 1Y | +59.8% | -23.1% | +83.0% | +50.2% |
| 3Y | +467.2% | -71.3% | +538.5% | +322.8% |
| All | +467.2% | -71.4% | +538.6% | +322.8% |
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