-81.0%
QID vs HIG
+116.1%
-197.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -2.0% |
| 7D | +1.3% | -1.5% | +2.7% | +0.4% |
| 30D | +2.9% | -0.4% | +3.3% | +2.7% |
| 3M | -0.7% | +6.7% | -7.4% | +3.0% |
| 6M | -29.7% | +2.0% | -31.6% | -29.3% |
| YTD | -27.9% | +0.3% | -28.2% | -28.4% |
| 1Y | -34.6% | +4.2% | -38.8% | -33.4% |
| 3Y | -73.5% | +102.2% | -175.8% | -49.5% |
| All | -81.0% | +116.1% | -197.1% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling