-88.3%
QRHC vs SPY
+806.2%
-894.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.8% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | -6.7% | -0.9% | -5.7% | -6.1% |
| 3M | +9.4% | +3.9% | +5.5% | +6.5% |
| 6M | -12.5% | +14.5% | -27.0% | -20.1% |
| YTD | -24.7% | +12.9% | -37.7% | -30.6% |
| 1Y | -19.5% | +19.4% | -38.9% | -28.3% |
| 3Y | -80.9% | +78.5% | -159.4% | -86.6% |
| 5Y | -77.8% | +81.8% | -159.5% | -84.6% |
| 10Y | -39.1% | +311.5% | -350.6% | -73.3% |
| All | -88.3% | +806.2% | -894.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling