+121.5%
HBAN vs QLD
+1,470.2%
-1,348.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +0.8% |
| 7D | -0.6% | -1.4% | +0.9% | -0.4% |
| 30D | +3.9% | -19.6% | +23.5% | +10.6% |
| 3M | -8.4% | -14.1% | +5.7% | -4.7% |
| 6M | +0.6% | -13.6% | +14.3% | +3.2% |
| YTD | -5.5% | +12.5% | -18.1% | -11.8% |
| 1Y | +5.4% | +13.1% | -7.8% | -2.0% |
| 3Y | +76.7% | +154.7% | -78.0% | +21.7% |
| 5Y | +25.1% | +81.1% | -56.0% | -9.7% |
| 10Y | +121.5% | +1,418.0% | -1,296.5% | -17.4% |
| All | +121.5% | +1,470.2% | -1,348.7% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling