+112.8%
HL vs QLD
+80.9%
+31.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.8% |
| 7D | -11.1% | +7.0% | -18.1% | -13.8% |
| 30D | -12.1% | -14.3% | +2.2% | -6.1% |
| 3M | -26.1% | -16.0% | -10.1% | -20.3% |
| 6M | -37.7% | -14.2% | -23.5% | -33.3% |
| YTD | -31.7% | +12.8% | -44.4% | -34.3% |
| 1Y | -11.6% | +14.1% | -25.7% | -15.3% |
| 3Y | +249.6% | +146.0% | +103.7% | +144.2% |
| All | +112.8% | +80.9% | +31.9% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling