+340.5%
HPE vs QLD
+1,375.1%
-1,034.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +0.2% |
| 7D | -18.7% | -10.3% | -8.5% | -14.5% |
| 30D | -37.9% | -26.1% | -11.8% | -28.6% |
| 3M | -14.4% | -17.8% | +3.4% | -5.9% |
| 6M | +48.2% | -15.6% | +63.8% | +61.4% |
| YTD | +88.6% | +5.4% | +83.2% | +86.4% |
| 1Y | +94.8% | +5.2% | +89.5% | +92.4% |
| 3Y | +202.7% | +139.4% | +63.3% | +112.6% |
| 5Y | +231.6% | +66.7% | +164.9% | +148.7% |
| All | +340.5% | +1,375.1% | -1,034.6% | +20.4% |
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