+7.8%
HD vs QLD
+61.4%
-53.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.7% | +11.2% | +1.6% |
| 7D | +6.4% | -18.6% | +24.9% | +11.6% |
| 30D | +22.1% | -28.3% | +50.3% | +31.9% |
| 3M | -0.2% | -20.4% | +20.2% | +4.8% |
| 6M | +12.6% | -14.3% | +26.9% | +14.6% |
| YTD | +3.9% | +2.8% | +1.1% | +0.1% |
| 1Y | -3.7% | -1.2% | -2.5% | -6.5% |
| 3Y | +27.9% | +135.3% | -107.5% | -8.6% |
| 5Y | +7.8% | +62.6% | -54.7% | -19.9% |
| All | +7.8% | +61.4% | -53.6% | -19.9% |
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