-100.0%
QH vs SPY
+161.3%
-261.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.4% |
| 7D | +12.8% | +2.6% | +10.2% | +9.4% |
| 30D | -12.1% | -2.0% | -10.1% | -10.0% |
| 3M | -28.7% | -2.8% | -25.9% | -26.5% |
| 6M | +8.8% | +2.1% | +6.6% | +8.6% |
| YTD | +181.9% | +11.5% | +170.5% | +166.6% |
| 1Y | +134.2% | +13.5% | +120.8% | +118.5% |
| 3Y | -97.2% | +77.7% | -174.9% | -98.2% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +161.3% | -261.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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