+136.4%
HLT vs QLD
+149.5%
-13.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +4.4% | -3.8% | +8.2% | +5.1% |
| 30D | +16.3% | -20.5% | +36.8% | +22.7% |
| 3M | +22.2% | -14.6% | +36.8% | +26.2% |
| 6M | +20.0% | -14.7% | +34.7% | +22.4% |
| YTD | +32.4% | +11.2% | +21.2% | +23.4% |
| 1Y | +38.6% | +7.1% | +31.5% | +30.5% |
| 3Y | +136.4% | +141.1% | -4.7% | +63.0% |
| All | +136.4% | +149.5% | -13.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling