+538.0%
QQQ vs HD
+247.4%
+290.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -0.2% | -1.2% | +0.9% | +0.4% |
| 30D | -7.5% | +20.9% | -28.3% | -16.5% |
| 3M | -3.8% | -0.2% | -3.6% | -4.4% |
| 6M | -3.0% | +14.5% | -17.5% | -11.0% |
| YTD | +12.8% | +4.3% | +8.5% | +8.1% |
| 1Y | +11.6% | -3.5% | +15.1% | +11.2% |
| 3Y | +85.6% | +30.1% | +55.4% | +51.7% |
| 5Y | +82.1% | +8.5% | +73.6% | +62.5% |
| 10Y | +538.0% | +245.3% | +292.7% | +229.9% |
| All | +538.0% | +247.4% | +290.6% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling