+142.9%
HOOD vs QLD
+117.7%
+25.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +0.1% |
| 7D | -3.2% | -1.2% | -2.1% | -2.6% |
| 30D | -22.6% | -15.7% | -6.9% | -10.9% |
| 3M | -10.4% | -10.0% | -0.4% | -2.1% |
| 6M | +4.7% | -11.2% | +15.9% | +13.3% |
| YTD | -25.2% | +16.4% | -41.6% | -35.3% |
| 1Y | -35.9% | +12.7% | -48.6% | -42.7% |
| 3Y | +927.7% | +152.3% | +775.4% | +413.6% |
| 5Y | +147.5% | +91.8% | +55.8% | +43.7% |
| All | +142.9% | +117.7% | +25.2% | +38.0% |
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 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