-4.3%
HL vs QLD
+13.0%
-17.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -4.9% |
| 7D | -5.6% | -1.2% | -4.4% | -5.6% |
| 30D | -16.2% | -15.7% | -0.4% | -3.9% |
| 3M | -20.5% | -10.0% | -10.4% | -14.0% |
| 6M | -31.7% | -11.2% | -20.4% | -25.6% |
| YTD | -26.4% | +16.4% | -42.7% | -36.7% |
| 1Y | -4.3% | +12.7% | -17.0% | -13.8% |
| All | -4.3% | +13.0% | -17.3% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling