-22.0%
QID vs USHY
+1.9%
-23.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | +2.5% |
| 7D | +9.8% | -0.2% | +10.0% | +8.4% |
| 30D | +18.9% | +0.7% | +18.2% | +24.5% |
| 3M | +9.6% | -2.2% | +11.8% | -6.2% |
| 6M | -7.8% | -0.9% | -7.0% | -12.0% |
| YTD | -23.3% | +0.2% | -23.5% | -20.5% |
| 1Y | -22.0% | +1.7% | -23.8% | -7.0% |
| All | -22.0% | +1.9% | -23.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling