+21.6%
HBAN vs QLD
+66.2%
-44.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.7% |
| 7D | -2.0% | -10.3% | +8.3% | +1.0% |
| 30D | +2.0% | -26.1% | +28.0% | +11.1% |
| 3M | -10.0% | -17.8% | +7.7% | -5.3% |
| 6M | -5.3% | -15.6% | +10.3% | -2.4% |
| YTD | -8.2% | +5.4% | -13.6% | -12.6% |
| 1Y | +4.2% | +5.2% | -1.0% | -1.0% |
| 3Y | +66.7% | +139.4% | -72.8% | +17.2% |
| All | +21.6% | +66.2% | -44.6% | -12.2% |
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 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