+558.6%
QQQ vs HBM
+619.2%
-60.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | -1.2% | -4.8% | +3.6% | -0.6% |
| 3M | -0.2% | -0.4% | +0.2% | -0.8% |
| 6M | +17.9% | +17.9% | 0.0% | +13.2% |
| YTD | +16.6% | +33.7% | -17.1% | +8.9% |
| 1Y | +23.0% | +95.6% | -72.6% | +7.3% |
| 3Y | +92.9% | +458.1% | -365.2% | +37.6% |
| 5Y | +95.6% | +329.0% | -233.4% | +39.8% |
| All | +558.6% | +619.2% | -60.6% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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