+132.4%
HOOD vs QLD
+97.2%
+35.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +1.1% |
| 7D | -4.8% | -10.3% | +5.5% | +4.1% |
| 30D | -26.1% | -26.1% | -0.1% | -5.0% |
| 3M | -10.8% | -17.8% | +6.9% | +5.3% |
| 6M | +2.4% | -15.6% | +17.9% | +15.5% |
| YTD | -28.5% | +5.4% | -33.8% | -32.6% |
| 1Y | -36.3% | +5.2% | -41.6% | -39.6% |
| 3Y | +743.7% | +139.4% | +604.2% | +343.9% |
| 5Y | +118.6% | +66.7% | +51.9% | +40.4% |
| All | +132.4% | +97.2% | +35.2% | +43.7% |
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