-34.6%
QID vs USHY
+3.5%
-38.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.6% |
| 7D | +1.3% | -0.7% | +2.0% | -3.5% |
| 30D | +2.9% | -0.7% | +3.6% | -1.8% |
| 3M | -0.7% | +0.1% | -0.8% | +0.6% |
| 6M | -29.7% | +1.8% | -31.5% | -19.3% |
| YTD | -27.9% | +1.8% | -29.6% | -16.9% |
| 1Y | -34.6% | +3.3% | -37.9% | -15.2% |
| All | -34.6% | +3.5% | -38.1% | -15.2% |
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