-98.5%
QID vs USHY
+49.7%
-148.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | +1.3% | -0.7% | +2.0% | -1.4% |
| 30D | +2.9% | -0.7% | +3.6% | +0.4% |
| 3M | -0.7% | +0.1% | -0.8% | +0.1% |
| 6M | -29.7% | +1.8% | -31.5% | -23.2% |
| YTD | -27.9% | +1.8% | -29.6% | -21.0% |
| 1Y | -34.6% | +3.3% | -37.9% | -23.6% |
| 3Y | -73.5% | +27.0% | -100.5% | -27.4% |
| 5Y | -81.0% | +21.0% | -102.0% | -47.2% |
| All | -98.5% | +49.7% | -148.2% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling