+1,469.9%
QQQ vs HD
+1,339.5%
+130.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.5% | +5.2% | -6.7% | -3.9% |
| 30D | -10.2% | +20.7% | -30.9% | -18.0% |
| 3M | -6.3% | +0.8% | -7.1% | -7.3% |
| 6M | -4.9% | +12.2% | -17.1% | -11.0% |
| YTD | +10.2% | +4.2% | +6.0% | +6.2% |
| 1Y | +8.8% | -2.6% | +11.3% | +7.8% |
| 3Y | +81.4% | +30.0% | +51.4% | +54.4% |
| 5Y | +78.5% | +8.1% | +70.4% | +64.1% |
| 10Y | +523.8% | +247.2% | +276.6% | +230.4% |
| All | +1,469.9% | +1,339.5% | +130.3% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling