-100.0%
QID vs HIG
+157.8%
-257.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | -0.3% |
| 7D | -2.7% | -1.1% | -1.7% | -3.0% |
| 30D | +1.8% | -4.9% | +6.7% | +0.3% |
| 3M | -2.2% | +6.8% | -9.0% | -0.4% |
| 6M | -32.1% | -1.7% | -30.4% | -32.6% |
| YTD | -28.6% | -0.2% | -28.3% | -28.8% |
| 1Y | -36.3% | +5.7% | -42.0% | -35.4% |
| 3Y | -74.4% | +100.3% | -174.7% | -67.7% |
| 5Y | -80.8% | +118.5% | -199.3% | -73.9% |
| 10Y | -99.1% | +309.7% | -408.8% | -98.3% |
| All | -100.0% | +157.8% | -257.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling