+132.6%
HL vs QLD
+1,375.1%
-1,242.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.9% |
| 7D | +8.9% | -10.3% | +19.2% | +13.7% |
| 30D | -10.1% | -26.1% | +16.0% | +2.0% |
| 3M | -7.0% | -17.8% | +10.7% | +0.9% |
| 6M | -18.8% | -15.6% | -3.2% | -12.4% |
| YTD | -23.1% | +5.4% | -28.5% | -24.0% |
| 1Y | +8.9% | +5.2% | +3.7% | +7.9% |
| 3Y | +255.0% | +139.4% | +115.6% | +146.1% |
| 5Y | +151.5% | +66.7% | +84.8% | +84.9% |
| All | +132.6% | +1,375.1% | -1,242.5% | -47.5% |
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 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