+94.5%
QQQ vs HD
+6.0%
+88.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.2% |
| 7D | +1.0% | -1.8% | +2.8% | +1.8% |
| 30D | -0.6% | -10.8% | +10.2% | +4.6% |
| 3M | +1.3% | -2.7% | +4.0% | +1.9% |
| 6M | +18.1% | -10.3% | +28.4% | +23.2% |
| YTD | +16.9% | -7.8% | +24.7% | +19.7% |
| 1Y | +24.0% | -23.1% | +47.1% | +39.1% |
| 3Y | +95.6% | +2.0% | +93.6% | +82.7% |
| 5Y | +94.5% | +6.2% | +88.3% | +69.1% |
| All | +94.5% | +6.0% | +88.5% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling