+123.6%
HOOD vs QLD
+111.0%
+12.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -2.2% |
| 7D | -3.8% | +7.0% | -10.8% | -9.2% |
| 30D | -23.0% | -14.3% | -8.7% | -12.7% |
| 3M | -21.6% | -16.0% | -5.6% | -9.3% |
| 6M | +1.4% | -14.2% | +15.7% | +13.2% |
| YTD | -31.2% | +12.8% | -43.9% | -38.8% |
| 1Y | -35.9% | +14.1% | -50.0% | -43.3% |
| 3Y | +836.9% | +146.0% | +691.0% | +379.0% |
| 5Y | +121.1% | +82.0% | +39.1% | +33.1% |
| All | +123.6% | +111.0% | +12.6% | +30.5% |
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