-100.0%
QID vs PHM
+412.2%
-512.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | -1.4% |
| 7D | -2.7% | -2.5% | -0.3% | -3.9% |
| 30D | +1.8% | -9.7% | +11.4% | -3.0% |
| 3M | -2.2% | +2.2% | -4.4% | -0.4% |
| 6M | -32.1% | -5.7% | -26.5% | -32.8% |
| YTD | -28.6% | +2.8% | -31.4% | -26.0% |
| 1Y | -36.3% | -14.4% | -21.9% | -39.5% |
| 3Y | -74.4% | +52.2% | -126.6% | -65.0% |
| 5Y | -80.8% | +154.3% | -235.0% | -60.2% |
| 10Y | -99.1% | +545.9% | -645.0% | -96.3% |
| All | -100.0% | +412.2% | -512.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PHM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling