-100.0%
QID vs HRB
+303.9%
-403.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.7% | -2.8% |
| 7D | -2.7% | -9.1% | +6.3% | -7.0% |
| 30D | +1.8% | +0.3% | +1.5% | +2.5% |
| 3M | -2.2% | +23.4% | -25.5% | +8.5% |
| 6M | -32.1% | +45.1% | -77.3% | -18.0% |
| YTD | -28.6% | +8.9% | -37.5% | -25.2% |
| 1Y | -36.3% | -7.9% | -28.4% | -39.2% |
| 3Y | -74.4% | +27.9% | -102.3% | -69.4% |
| 5Y | -80.8% | +108.3% | -189.1% | -67.0% |
| 10Y | -99.1% | +208.4% | -307.6% | -97.5% |
| All | -100.0% | +303.9% | -403.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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