+435.2%
HPE vs QLD
+1,628.0%
-1,192.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | -2.3% | -0.1% | -2.2% | -2.2% |
| 3M | -2.9% | -8.4% | +5.5% | +0.8% |
| 6M | +143.6% | +32.2% | +111.4% | +116.3% |
| YTD | +118.5% | +28.9% | +89.6% | +96.0% |
| 1Y | +129.2% | +43.8% | +85.4% | +96.3% |
| 3Y | +212.5% | +176.6% | +35.9% | +103.0% |
| 5Y | +286.9% | +121.6% | +165.3% | +153.6% |
| All | +435.2% | +1,628.0% | -1,192.8% | +22.4% |
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