-100.0%
QID vs HBM
+613.3%
-713.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.6% |
| 7D | -0.6% | -6.4% | +5.7% | -2.5% |
| 30D | 0.0% | +5.9% | -5.9% | +2.1% |
| 3M | +3.7% | -8.9% | +12.6% | +4.1% |
| 6M | -29.9% | +10.7% | -40.5% | -23.4% |
| YTD | -28.8% | +38.3% | -67.0% | -16.0% |
| 1Y | -37.2% | +121.3% | -158.5% | -13.3% |
| 3Y | -73.7% | +450.6% | -524.3% | -46.9% |
| 5Y | -80.7% | +338.0% | -418.7% | -58.2% |
| 10Y | -99.1% | +578.6% | -677.7% | -96.9% |
| All | -100.0% | +613.3% | -713.3% | -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