+38.8%
HBAN vs QLD
+121.5%
-82.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| YTD | 0.0% | +28.9% | -28.9% | -9.7% |
| 1Y | -1.2% | +43.8% | -45.0% | -14.5% |
| 3Y | +72.5% | +176.6% | -104.1% | +17.1% |
| All | +38.8% | +121.5% | -82.7% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling