+152.0%
QQQM vs HRB
+216.6%
-64.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -8.0% | +7.5% | +0.2% |
| 30D | -1.2% | -16.0% | +14.8% | +0.4% |
| 3M | -0.1% | +26.9% | -27.0% | -3.1% |
| 6M | +18.0% | +51.1% | -33.2% | +11.2% |
| YTD | +16.7% | +7.1% | +9.6% | +15.6% |
| 1Y | +23.0% | -9.6% | +32.7% | +25.0% |
| 3Y | +93.3% | +25.4% | +67.9% | +82.1% |
| 5Y | +96.3% | +114.9% | -18.6% | +73.2% |
| All | +152.0% | +216.6% | -64.6% | +113.0% |
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