-80.0%
QRHC vs SPY
+74.0%
-154.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | +15.4% | +3.3% | +12.1% | +11.8% |
| 30D | +3.4% | -2.7% | +6.1% | +6.2% |
| 3M | -15.5% | -1.7% | -13.7% | -14.2% |
| 6M | +13.2% | +3.1% | +10.1% | +9.6% |
| YTD | -35.5% | +11.9% | -47.4% | -42.6% |
| 1Y | -21.6% | +12.0% | -33.6% | -30.2% |
| 3Y | -83.8% | +78.2% | -162.0% | -90.6% |
| 5Y | -80.0% | +73.2% | -153.2% | -87.1% |
| All | -80.0% | +74.0% | -154.0% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling