+1,564.8%
QQQ vs HIG
+339.2%
+1,225.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -0.6% | -2.8% | +2.2% | -0.2% |
| 3M | +1.3% | +6.3% | -5.0% | 0.0% |
| 6M | +18.1% | -0.1% | +18.2% | +17.7% |
| YTD | +16.9% | +0.4% | +16.4% | +16.3% |
| 1Y | +24.0% | +6.2% | +17.7% | +22.0% |
| 3Y | +95.6% | +101.6% | -6.0% | +70.9% |
| 5Y | +94.5% | +119.8% | -25.3% | +67.0% |
| 10Y | +571.7% | +311.7% | +260.0% | +400.6% |
| All | +1,564.8% | +339.2% | +1,225.6% | +862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling