-97.2%
QH vs SPY
+78.1%
-175.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.5% |
| 7D | +12.8% | +2.6% | +10.2% | +8.4% |
| 30D | -12.1% | -2.0% | -10.1% | -9.3% |
| 3M | -28.7% | -2.8% | -25.9% | -25.8% |
| 6M | +8.8% | +2.1% | +6.6% | +7.9% |
| YTD | +181.9% | +11.5% | +170.5% | +168.0% |
| 1Y | +134.2% | +13.5% | +120.8% | +120.9% |
| 3Y | -97.2% | +77.7% | -174.9% | -96.8% |
| All | -97.2% | +78.1% | -175.3% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling