+242.9%
HL vs QLD
+1,628.0%
-1,385.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +25.1% | -0.1% | +25.2% | +25.2% |
| 3M | +22.9% | -8.4% | +31.3% | +27.7% |
| 6M | -4.9% | +32.2% | -37.1% | -14.7% |
| YTD | +7.8% | +28.9% | -21.1% | -2.0% |
| 1Y | +133.9% | +43.8% | +90.1% | +103.6% |
| 3Y | +380.9% | +176.6% | +204.3% | +210.7% |
| 5Y | +230.2% | +121.6% | +108.6% | +114.4% |
| All | +242.9% | +1,628.0% | -1,385.1% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling