+558.6%
QQQ vs HIG
+313.7%
+244.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | -1.2% | -0.4% | -0.9% | -1.2% |
| 3M | -0.2% | +6.7% | -6.9% | -2.2% |
| 6M | +17.9% | +2.0% | +16.0% | +16.6% |
| YTD | +16.6% | +0.3% | +16.4% | +15.8% |
| 1Y | +23.0% | +4.2% | +18.8% | +20.5% |
| 3Y | +92.9% | +102.2% | -9.3% | +55.3% |
| 5Y | +95.6% | +118.5% | -22.9% | +53.1% |
| All | +558.6% | +313.7% | +244.9% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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