+153.2%
QQQM vs HD
+27.4%
+125.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | -0.7% | -11.1% | +10.5% | +4.6% |
| 3M | +0.4% | +2.0% | -1.6% | -1.2% |
| 6M | +20.1% | -10.5% | +30.5% | +25.1% |
| YTD | +17.2% | -6.9% | +24.1% | +19.5% |
| 1Y | +24.7% | -23.2% | +47.9% | +39.4% |
| 3Y | +96.6% | +3.1% | +93.5% | +84.2% |
| 5Y | +95.0% | +7.4% | +87.6% | +74.8% |
| All | +153.2% | +27.4% | +125.8% | +115.5% |
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