+248.1%
HD vs QLD
+1,508.4%
-1,260.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -0.5% | +12.5% | -13.0% | -4.2% |
| 30D | +18.5% | -15.7% | +34.2% | +24.0% |
| 3M | +2.2% | -11.9% | +14.1% | +5.1% |
| 6M | +13.8% | -10.3% | +24.1% | +15.0% |
| YTD | +3.4% | +15.6% | -12.2% | -4.7% |
| 1Y | -3.5% | +12.1% | -15.6% | -10.4% |
| 3Y | +29.0% | +150.7% | -121.7% | -14.5% |
| 5Y | +6.1% | +86.6% | -80.5% | -26.9% |
| All | +248.1% | +1,508.4% | -1,260.3% | +6.4% |
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