+935.4%
THC vs QID
-100.0%
+1,035.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.4% |
| 7D | -0.7% | -0.6% | 0.0% | -0.9% |
| 30D | +1.3% | 0.0% | +1.3% | +1.3% |
| 3M | +64.2% | +3.7% | +60.5% | +67.9% |
| 6M | +8.3% | -29.9% | +38.1% | -7.4% |
| YTD | +33.4% | -28.8% | +62.2% | +15.1% |
| 1Y | +37.7% | -37.2% | +74.8% | +12.6% |
| 3Y | +236.8% | -73.7% | +310.5% | +98.3% |
| 5Y | +249.3% | -80.7% | +330.0% | +113.3% |
| 10Y | +995.2% | -99.1% | +1,094.4% | +96.0% |
| All | +935.4% | -100.0% | +1,035.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling