+40.7%
THC vs QID
-21.1%
+61.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +9.5% |
| 7D | +8.8% | +9.8% | -0.9% | +9.3% |
| 30D | +12.6% | +18.9% | -6.3% | +13.6% |
| 3M | +15.4% | +9.6% | +5.8% | +15.9% |
| 6M | +57.7% | -7.8% | +65.5% | +52.4% |
| YTD | +47.1% | -23.3% | +70.4% | +35.8% |
| 1Y | +40.7% | -22.0% | +62.7% | +31.7% |
| All | +40.7% | -21.1% | +61.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling