-100.0%
QH vs SPY
+161.8%
-261.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | +2.0% | -2.0% | +4.0% | +4.4% |
| 30D | -20.4% | -1.7% | -18.7% | -19.0% |
| 3M | +23.7% | +4.7% | +19.0% | +19.8% |
| 6M | +4,317.6% | +12.5% | +4,305.1% | +3,939.1% |
| YTD | +272.2% | +11.7% | +260.5% | +251.4% |
| 1Y | -31.4% | +17.5% | -48.9% | -37.4% |
| 3Y | -97.3% | +76.6% | -173.9% | -98.2% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +161.8% | -261.8% | -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