+1,521.4%
HD vs QLD
+8,245.8%
-6,724.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +5.8% |
| 7D | +11.9% | -9.4% | +21.3% | +15.9% |
| 30D | +26.4% | -17.1% | +43.5% | +34.7% |
| 3M | +2.8% | -10.4% | +13.2% | +6.1% |
| 6M | +15.5% | +0.7% | +14.7% | +12.1% |
| YTD | +5.5% | +17.7% | -12.2% | -4.1% |
| 1Y | -4.6% | +14.7% | -19.3% | -12.8% |
| 3Y | +29.9% | +169.6% | -139.8% | -20.5% |
| 5Y | +8.4% | +86.7% | -78.2% | -29.1% |
| 10Y | +275.2% | +1,600.8% | -1,325.6% | -16.5% |
| All | +1,521.4% | +8,245.8% | -6,724.4% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling