+151.8%
HYG vs QID
-100.0%
+251.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.1% |
| 7D | -0.7% | +2.7% | -3.5% | -0.3% |
| 30D | -0.6% | +3.3% | -3.9% | -0.1% |
| 3M | +0.4% | -5.5% | +5.9% | -0.1% |
| 6M | +1.2% | -28.4% | +29.6% | -3.0% |
| YTD | +1.5% | -26.6% | +28.0% | -2.2% |
| 1Y | +3.2% | -34.1% | +37.3% | -2.0% |
| 3Y | +25.9% | -73.7% | +99.6% | +6.8% |
| 5Y | +18.6% | -80.7% | +99.3% | +0.7% |
| 10Y | +55.8% | -99.1% | +154.9% | -13.6% |
| All | +151.8% | -100.0% | +251.8% | -13.0% |
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 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