+420.1%
HUT vs QID
-98.0%
+518.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +5.9% |
| 7D | +17.8% | -0.6% | +18.4% | +17.4% |
| 30D | +0.8% | 0.0% | +0.8% | +1.3% |
| 3M | -26.8% | +3.7% | -30.5% | -20.2% |
| 6M | +72.6% | -29.9% | +102.4% | +42.9% |
| YTD | +103.6% | -28.8% | +132.4% | +75.4% |
| 1Y | +265.3% | -37.2% | +302.4% | +201.0% |
| 3Y | +689.4% | -73.7% | +763.1% | +360.2% |
| 5Y | +75.3% | -80.7% | +156.1% | +24.6% |
| All | +420.1% | -98.0% | +518.1% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling