+586.5%
HLT vs QLD
+1,665.6%
-1,079.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -1.5% | +1.9% | -3.3% | -2.1% |
| 30D | -1.2% | -1.8% | +0.6% | -0.8% |
| 3M | -10.3% | -0.1% | -10.3% | -11.3% |
| 6M | +1.3% | +32.6% | -31.3% | -9.8% |
| YTD | +7.0% | +27.9% | -20.9% | -3.8% |
| 1Y | +11.9% | +40.3% | -28.4% | -3.4% |
| 3Y | +100.7% | +182.5% | -81.8% | +30.3% |
| 5Y | +147.5% | +122.5% | +25.0% | +63.7% |
| 10Y | +586.5% | +1,728.6% | -1,142.0% | +99.8% |
| All | +586.5% | +1,665.6% | -1,079.1% | +99.8% |
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 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