+9.3%
HON vs QLD
+66.7%
-57.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.6% | +1.4% |
| 7D | +0.8% | -10.3% | +11.1% | +3.3% |
| 30D | +5.7% | -26.1% | +31.8% | +13.2% |
| 3M | -8.3% | -17.8% | +9.4% | -4.4% |
| 6M | -2.4% | -15.6% | +13.1% | +0.3% |
| YTD | +9.0% | +5.4% | +3.6% | +5.6% |
| 1Y | +9.2% | +5.2% | +4.0% | +5.6% |
| 3Y | +26.3% | +139.4% | -113.1% | -4.5% |
| All | +9.3% | +66.7% | -57.4% | -16.3% |
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