+93.9%
QQQ vs HBM
+336.0%
-242.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.5% | +0.3% |
| 7D | -1.3% | -3.7% | +2.5% | -0.6% |
| 30D | -1.4% | -3.7% | +2.3% | -0.9% |
| 3M | +2.3% | +8.0% | -5.7% | 0.0% |
| 6M | +16.9% | +15.8% | +1.1% | +11.9% |
| YTD | +15.6% | +34.4% | -18.7% | +6.7% |
| 1Y | +22.6% | +98.2% | -75.5% | +4.5% |
| 3Y | +93.5% | +476.6% | -383.0% | +29.8% |
| 5Y | +93.9% | +331.1% | -237.2% | +35.0% |
| All | +93.9% | +336.0% | -242.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling