-100.0%
QID vs HBM
+654.4%
-754.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | +2.0% |
| 7D | -2.7% | +7.4% | -10.1% | -0.6% |
| 30D | +1.8% | +5.1% | -3.3% | +3.7% |
| 3M | -2.2% | +11.1% | -13.3% | +3.6% |
| 6M | -32.1% | +30.2% | -62.3% | -22.3% |
| YTD | -28.6% | +46.2% | -74.8% | -14.3% |
| 1Y | -36.3% | +120.0% | -156.4% | -12.3% |
| 3Y | -74.4% | +527.4% | -601.8% | -46.3% |
| 5Y | -80.8% | +400.4% | -481.2% | -56.6% |
| 10Y | -99.1% | +621.5% | -720.6% | -96.8% |
| All | -100.0% | +654.4% | -754.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling