+156.6%
HBAN vs QLD
+1,636.2%
-1,479.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.1% | +3.0% | -0.9% | +1.1% |
| 30D | -4.5% | -1.8% | -2.7% | -4.0% |
| 3M | +2.6% | -1.8% | +4.4% | +2.1% |
| 6M | +4.7% | +36.9% | -32.2% | -7.1% |
| YTD | -1.5% | +28.7% | -30.2% | -11.2% |
| 1Y | -1.9% | +41.9% | -43.8% | -14.9% |
| 3Y | +75.2% | +184.2% | -109.0% | +17.1% |
| 5Y | +37.2% | +122.1% | -84.9% | -6.8% |
| 10Y | +156.6% | +1,646.5% | -1,489.9% | -19.7% |
| All | +156.6% | +1,636.2% | -1,479.6% | -19.7% |
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