-77.0%
QID vs HBM
+194.0%
-271.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.2% |
| 7D | -7.1% | +2.2% | -9.4% | -6.0% |
| 30D | +12.6% | -11.8% | +24.4% | +9.1% |
| 3M | +14.2% | -19.2% | +33.5% | +8.1% |
| 6M | +6.2% | -22.9% | +29.1% | +2.9% |
| YTD | -21.8% | +7.8% | -29.6% | -11.0% |
| 1Y | -23.1% | +34.9% | -58.0% | -4.1% |
| 3Y | -71.3% | +422.2% | -493.5% | -30.7% |
| All | -77.0% | +194.0% | -271.0% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling