+1,569.6%
QQQ vs HRB
+781.9%
+787.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +1.6% |
| 7D | +1.5% | -9.1% | +10.6% | +3.9% |
| 30D | -0.6% | +0.3% | -0.9% | -1.3% |
| 3M | +0.4% | +23.4% | -23.0% | -6.1% |
| 6M | +20.1% | +45.1% | -25.1% | +6.1% |
| YTD | +17.2% | +8.9% | +8.3% | +11.3% |
| 1Y | +24.7% | -7.9% | +32.6% | +23.3% |
| 3Y | +96.2% | +27.9% | +68.2% | +73.1% |
| 5Y | +94.4% | +108.3% | -13.9% | +45.9% |
| 10Y | +556.7% | +208.4% | +348.2% | +298.2% |
| All | +1,569.6% | +781.9% | +787.6% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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