+28.3%
HD vs QLD
+134.4%
-106.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.2% | +0.6% |
| 7D | +6.4% | -18.6% | +24.9% | +10.0% |
| 30D | +22.1% | -28.3% | +50.3% | +28.9% |
| 3M | -0.2% | -20.4% | +20.2% | +3.2% |
| 6M | +12.6% | -14.3% | +26.9% | +13.7% |
| YTD | +3.9% | +2.8% | +1.1% | +0.4% |
| 1Y | -3.7% | -1.2% | -2.5% | -6.3% |
| All | +28.3% | +134.4% | -106.1% | -9.5% |
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 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