+63.9%
QHY vs SPY
+329.0%
-265.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.7% | -2.0% | +1.2% | -0.1% |
| 30D | -0.7% | -1.7% | +1.0% | -0.1% |
| 3M | +0.4% | +4.7% | -4.3% | -1.1% |
| 6M | +1.3% | +12.5% | -11.2% | -2.6% |
| YTD | +1.5% | +11.7% | -10.2% | -2.2% |
| 1Y | +3.4% | +17.5% | -14.0% | -2.1% |
| 3Y | +24.4% | +76.6% | -52.1% | +1.9% |
| 5Y | +15.0% | +82.0% | -67.1% | -7.7% |
| 10Y | +55.6% | +317.1% | -261.6% | +3.2% |
| All | +63.9% | +329.0% | -265.1% | +8.9% |
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