-98.5%
QID vs USHY
+50.4%
-148.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | -0.3% |
| 7D | -1.9% | -0.1% | -1.8% | -2.4% |
| 30D | +1.7% | 0.0% | +1.8% | +1.6% |
| 3M | -3.9% | +0.8% | -4.8% | 0.0% |
| 6M | -30.0% | +1.9% | -31.9% | -23.1% |
| YTD | -28.2% | +2.3% | -30.5% | -19.9% |
| 1Y | -35.6% | +4.1% | -39.8% | -22.5% |
| 3Y | -74.3% | +27.8% | -102.1% | -27.8% |
| 5Y | -80.8% | +21.5% | -102.3% | -45.9% |
| All | -98.5% | +50.4% | -148.9% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling