+1,033.9%
THC vs QID
-100.0%
+1,133.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.0% |
| 7D | +8.8% | +1.8% | +7.1% | +10.3% |
| 30D | +10.0% | +21.6% | -11.6% | +21.3% |
| 3M | +11.7% | +12.6% | -1.0% | +19.0% |
| 6M | +52.5% | +6.9% | +45.6% | +59.1% |
| YTD | +46.1% | -20.5% | +66.6% | +33.7% |
| 1Y | +49.1% | -18.1% | +67.2% | +39.3% |
| 3Y | +439.6% | -70.7% | +510.3% | +233.9% |
| 5Y | +263.2% | -77.2% | +340.4% | +141.1% |
| 10Y | +1,900.5% | -99.0% | +1,999.5% | +275.3% |
| All | +1,033.9% | -100.0% | +1,133.8% | -36.7% |
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 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