+162.8%
HLT vs QLD
+81.6%
+81.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +4.4% | -3.8% | +8.2% | +5.3% |
| 30D | +16.3% | -20.5% | +36.8% | +24.4% |
| 3M | +22.2% | -14.6% | +36.8% | +27.2% |
| 6M | +20.0% | -14.7% | +34.7% | +23.1% |
| YTD | +32.4% | +11.2% | +21.2% | +22.8% |
| 1Y | +38.6% | +7.1% | +31.5% | +29.9% |
| 3Y | +136.4% | +141.1% | -4.7% | +56.3% |
| 5Y | +162.8% | +84.3% | +78.5% | +76.3% |
| All | +162.8% | +81.6% | +81.2% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling