+25.6%
QQQ vs HD
-19.2%
+44.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +0.4% | -2.1% | +2.4% | +0.6% |
| 30D | +0.2% | -8.4% | +8.6% | +1.5% |
| 3M | -2.8% | +4.3% | -7.2% | -3.6% |
| 6M | +18.0% | -11.1% | +29.1% | +18.6% |
| YTD | +17.3% | -4.7% | +22.0% | +17.7% |
| 1Y | +25.6% | -19.8% | +45.4% | +26.1% |
| All | +25.6% | -19.2% | +44.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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