-99.1%
QID vs HIG
+313.7%
-412.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -2.0% |
| 7D | +1.3% | -1.5% | +2.7% | +0.5% |
| 30D | +2.9% | -0.4% | +3.3% | +2.7% |
| 3M | -0.7% | +6.7% | -7.4% | +2.4% |
| 6M | -29.7% | +2.0% | -31.6% | -29.3% |
| YTD | -27.9% | +0.3% | -28.2% | -28.2% |
| 1Y | -34.6% | +4.2% | -38.8% | -33.5% |
| 3Y | -73.5% | +102.2% | -175.8% | -59.1% |
| 5Y | -81.0% | +118.5% | -199.5% | -66.9% |
| All | -99.1% | +313.7% | -412.8% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling