+2,637.9%
QQQ vs HBM
+654.4%
+1,983.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -1.0% |
| 7D | +1.5% | +7.4% | -5.8% | +0.4% |
| 30D | -0.6% | +5.1% | -5.7% | -1.6% |
| 3M | +0.4% | +11.1% | -10.7% | -1.7% |
| 6M | +20.1% | +30.2% | -10.2% | +14.0% |
| YTD | +17.2% | +46.2% | -29.0% | +8.6% |
| 1Y | +24.7% | +120.0% | -95.4% | +8.2% |
| 3Y | +96.2% | +527.4% | -431.2% | +41.6% |
| 5Y | +94.4% | +400.4% | -306.0% | +39.9% |
| 10Y | +556.7% | +621.5% | -64.8% | +296.8% |
| All | +2,637.9% | +654.4% | +1,983.5% | +1,323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling