-100.0%
QH vs SPY
+166.1%
-266.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.7% |
| 7D | -8.6% | +0.1% | -8.7% | -8.8% |
| 30D | -12.3% | +0.1% | -12.3% | -12.6% |
| 3M | +4.9% | +2.0% | +3.0% | +4.4% |
| 6M | +3,890.1% | +13.0% | +3,877.1% | +3,514.9% |
| YTD | +273.1% | +13.5% | +259.6% | +245.8% |
| 1Y | -19.2% | +20.0% | -39.2% | -27.8% |
| 3Y | -97.4% | +77.2% | -174.6% | -98.3% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +166.1% | -266.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling