+372.4%
HPE vs QLD
+1,387.1%
-1,014.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -9.7% | -3.8% | -5.9% | -8.0% |
| 30D | -34.8% | -20.5% | -14.2% | -27.4% |
| 3M | -12.1% | -14.6% | +2.5% | -5.0% |
| 6M | +53.7% | -14.7% | +68.4% | +66.4% |
| YTD | +101.9% | +11.2% | +90.7% | +94.8% |
| 1Y | +104.3% | +7.1% | +97.2% | +100.1% |
| 3Y | +223.1% | +141.1% | +82.0% | +125.6% |
| 5Y | +249.2% | +84.3% | +164.9% | +151.0% |
| 10Y | +372.4% | +1,450.1% | -1,077.6% | +25.1% |
| All | +372.4% | +1,387.1% | -1,014.7% | +25.1% |
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