+31.7%
HD vs QLD
+154.4%
-122.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | -0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | +20.9% | -15.7% | +36.6% | +24.1% |
| 3M | -0.2% | -10.0% | +9.9% | +1.0% |
| 6M | +14.5% | -11.2% | +25.7% | +15.4% |
| YTD | +4.3% | +16.4% | -12.0% | -1.3% |
| 1Y | -3.5% | +12.7% | -16.1% | -8.2% |
| All | +31.7% | +154.4% | -122.6% | -5.7% |
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