+1,501.1%
QQQ vs HD
+1,328.3%
+172.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | +6.4% | -0.5% | +6.8% | +6.6% |
| 30D | -7.5% | +18.5% | -25.9% | -14.8% |
| 3M | -4.8% | +2.2% | -7.0% | -6.4% |
| 6M | -2.5% | +13.8% | -16.3% | -9.4% |
| YTD | +12.4% | +3.4% | +9.0% | +8.7% |
| 1Y | +11.3% | -3.5% | +14.8% | +10.8% |
| 3Y | +85.0% | +29.0% | +56.0% | +58.1% |
| 5Y | +79.6% | +6.1% | +73.6% | +66.6% |
| 10Y | +535.9% | +242.3% | +293.6% | +238.9% |
| All | +1,501.1% | +1,328.3% | +172.8% | +248.4% |
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