-15.7%
QRHC vs SPY
+307.0%
-322.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | -0.4% | +17.0% | +16.9% |
| 7D | +25.0% | +2.6% | +22.4% | +22.7% |
| 30D | +19.7% | -2.0% | +21.6% | +21.3% |
| 3M | -4.1% | -2.8% | -1.3% | -2.3% |
| 6M | +30.8% | +2.1% | +28.7% | +28.8% |
| YTD | -24.7% | +11.5% | -36.2% | -30.3% |
| 1Y | -7.3% | +13.5% | -20.7% | -15.2% |
| 3Y | -81.2% | +77.7% | -158.9% | -86.9% |
| 5Y | -76.7% | +72.6% | -149.3% | -83.6% |
| All | -15.7% | +307.0% | -322.7% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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