+81.0%
HBAN vs QLD
+188.2%
-107.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +4.0% | -8.4% | +12.3% | +5.6% |
| 6M | +3.1% | +32.2% | -29.1% | -7.8% |
| YTD | 0.0% | +28.9% | -28.9% | -10.1% |
| 1Y | -1.2% | +43.8% | -45.0% | -15.3% |
| All | +81.0% | +188.2% | -107.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling