+153.2%
QQQM vs HDB
-11.6%
+164.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.7% |
| 7D | +1.5% | -2.0% | +3.5% | +2.1% |
| 30D | -0.7% | -4.9% | +4.2% | +0.6% |
| 3M | +0.4% | -2.3% | +2.7% | +0.5% |
| 6M | +20.1% | -23.7% | +43.8% | +28.6% |
| YTD | +17.2% | -38.5% | +55.7% | +33.4% |
| 1Y | +24.7% | -36.5% | +61.2% | +40.3% |
| 3Y | +96.6% | -28.5% | +125.0% | +109.4% |
| 5Y | +95.0% | -37.4% | +132.4% | +107.0% |
| All | +153.2% | -11.6% | +164.8% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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