-13.9%
HUT vs QID
-78.0%
+64.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.6% | +12.2% | +2.0% |
| 7D | +24.8% | -1.1% | +25.9% | +25.6% |
| 30D | -28.4% | +14.4% | -42.8% | -11.3% |
| 3M | -31.2% | +6.7% | -37.9% | -19.9% |
| 6M | -40.2% | +2.6% | -42.8% | -28.9% |
| YTD | +32.9% | -24.2% | +57.1% | +21.0% |
| 1Y | +39.1% | -22.3% | +61.4% | +34.0% |
| 3Y | +462.8% | -72.0% | +534.8% | +159.1% |
| 5Y | -13.9% | -78.2% | +64.3% | -39.8% |
| All | -13.9% | -78.0% | +64.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling