+1,364.6%
HD vs QLD
+9,036.4%
-7,671.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.1% | +0.6% | -2.6% | -2.3% |
| 30D | -8.4% | -0.1% | -8.3% | -8.5% |
| 3M | +4.3% | -8.4% | +12.7% | +6.2% |
| 6M | -11.1% | +32.2% | -43.3% | -21.8% |
| YTD | -4.7% | +28.9% | -33.6% | -15.6% |
| 1Y | -19.8% | +43.8% | -63.6% | -32.5% |
| 3Y | +4.1% | +176.6% | -172.5% | -36.4% |
| 5Y | +10.3% | +121.6% | -111.3% | -32.1% |
| 10Y | +203.2% | +1,652.9% | -1,449.8% | -32.6% |
| All | +1,364.6% | +9,036.4% | -7,671.9% | +16.5% |
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 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