-100.0%
QH vs SPY
+81.0%
-181.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -1.2% | -0.4% | -0.9% | -0.8% |
| 30D | -20.9% | -1.4% | -19.5% | -19.6% |
| 3M | +17.5% | +3.7% | +13.8% | +14.5% |
| 6M | +3,960.6% | +13.0% | +3,947.6% | +3,564.1% |
| YTD | +272.2% | +12.4% | +259.8% | +247.0% |
| 1Y | -31.2% | +18.5% | -49.7% | -38.2% |
| 3Y | -97.3% | +77.6% | -174.9% | -98.3% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +81.0% | -181.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling