+101.5%
QQQM vs HTZ
-92.5%
+194.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.6% |
| 7D | -0.2% | -27.4% | +27.2% | +1.8% |
| 30D | -7.5% | -11.4% | +3.9% | -6.9% |
| 3M | -3.8% | -33.1% | +29.2% | -1.8% |
| 6M | -3.0% | -73.5% | +70.5% | +4.1% |
| YTD | +12.8% | -68.1% | +80.9% | +18.5% |
| 1Y | +11.6% | -74.3% | +85.9% | +19.0% |
| 3Y | +85.9% | -80.9% | +166.8% | +94.4% |
| 5Y | +82.7% | -93.8% | +176.5% | +117.4% |
| All | +101.5% | -92.5% | +194.1% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling