+10.8%
HD vs QLD
+121.5%
-110.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | -8.4% | -0.1% | -8.3% | -8.5% |
| 3M | +4.3% | -8.4% | +12.7% | +5.8% |
| 6M | -11.1% | +32.2% | -43.3% | -18.9% |
| YTD | -4.7% | +28.9% | -33.6% | -12.6% |
| 1Y | -19.8% | +43.8% | -63.6% | -29.2% |
| 3Y | +4.1% | +176.6% | -172.5% | -27.9% |
| All | +10.8% | +121.5% | -110.8% | -24.1% |
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