+99.0%
HLT vs QLD
+185.1%
-86.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.4% | +3.0% | -5.4% | -3.2% |
| 30D | -4.1% | -1.8% | -2.3% | -3.7% |
| 3M | -10.6% | -1.8% | -8.8% | -10.9% |
| 6M | +2.0% | +36.9% | -34.8% | -9.3% |
| YTD | +6.1% | +28.7% | -22.5% | -4.1% |
| 1Y | +9.8% | +41.9% | -32.1% | -4.8% |
| 3Y | +99.0% | +184.2% | -85.2% | +30.9% |
| All | +99.0% | +185.1% | -86.1% | +30.9% |
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 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