+705.6%
HLT vs QLD
+1,536.4%
-830.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -2.3% |
| 7D | +0.1% | -1.2% | +1.3% | 0.0% |
| 30D | +15.1% | -15.7% | +30.8% | +20.7% |
| 3M | +19.8% | -10.0% | +29.9% | +22.7% |
| 6M | +19.6% | -11.2% | +30.8% | +21.2% |
| YTD | +31.4% | +16.4% | +15.0% | +20.6% |
| 1Y | +38.0% | +12.7% | +25.4% | +27.7% |
| 3Y | +134.7% | +152.3% | -17.6% | +56.9% |
| 5Y | +166.2% | +91.8% | +74.4% | +83.3% |
| 10Y | +705.6% | +1,520.2% | -814.7% | +146.6% |
| All | +705.6% | +1,536.4% | -830.8% | +146.6% |
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