-100.0%
QID vs HBM
+456.2%
-556.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.3% |
| 7D | -7.1% | +2.2% | -9.4% | -6.2% |
| 30D | +12.6% | -11.8% | +24.4% | +9.8% |
| 3M | +14.2% | -19.2% | +33.5% | +9.4% |
| 6M | +6.2% | -22.9% | +29.1% | +3.7% |
| YTD | -21.8% | +7.8% | -29.6% | -13.0% |
| 1Y | -23.1% | +34.9% | -58.0% | -8.1% |
| 3Y | -71.3% | +422.2% | -493.5% | -42.5% |
| 5Y | -77.0% | +192.8% | -269.8% | -55.1% |
| 10Y | -99.0% | +281.1% | -380.2% | -97.1% |
| All | -100.0% | +456.2% | -556.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling