+242.1%
HL vs QLD
+7,369.0%
-7,126.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.7% |
| 7D | +8.9% | -10.3% | +19.2% | +14.5% |
| 30D | -10.1% | -26.1% | +16.0% | +4.2% |
| 3M | -7.0% | -17.8% | +10.7% | +2.2% |
| 6M | -18.8% | -15.6% | -3.2% | -11.6% |
| YTD | -23.1% | +5.4% | -28.5% | -24.7% |
| 1Y | +8.9% | +5.2% | +3.7% | +7.1% |
| 3Y | +255.0% | +139.4% | +115.6% | +121.4% |
| 5Y | +151.5% | +66.7% | +84.8% | +68.8% |
| 10Y | +138.4% | +1,422.1% | -1,283.7% | -59.6% |
| All | +242.1% | +7,369.0% | -7,126.9% | -85.9% |
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