+1,570.9%
QQQ vs HD
+1,216.7%
+354.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.3% |
| 7D | +0.4% | -2.1% | +2.4% | +1.3% |
| 30D | +0.2% | -8.4% | +8.6% | +4.3% |
| 3M | -2.8% | +4.3% | -7.2% | -5.3% |
| 6M | +18.0% | -11.1% | +29.1% | +23.5% |
| YTD | +17.3% | -4.7% | +22.0% | +18.5% |
| 1Y | +25.6% | -19.8% | +45.4% | +36.9% |
| 3Y | +93.7% | +4.1% | +89.6% | +84.1% |
| 5Y | +94.2% | +10.3% | +83.8% | +77.8% |
| 10Y | +557.9% | +203.2% | +354.7% | +272.5% |
| All | +1,570.9% | +1,216.7% | +354.3% | +279.8% |
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