+365.4%
HPE vs QLD
+1,470.2%
-1,104.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +3.1% |
| 7D | -7.1% | -1.4% | -5.7% | -6.4% |
| 30D | -35.3% | -19.6% | -15.7% | -28.4% |
| 3M | -10.4% | -14.1% | +3.7% | -3.4% |
| 6M | +52.5% | -13.6% | +66.1% | +64.2% |
| YTD | +100.3% | +12.5% | +87.7% | +92.2% |
| 1Y | +106.4% | +13.1% | +93.2% | +97.5% |
| 3Y | +227.4% | +154.7% | +72.7% | +123.7% |
| 5Y | +250.6% | +81.1% | +169.5% | +153.6% |
| 10Y | +365.4% | +1,418.0% | -1,052.6% | +24.1% |
| All | +365.4% | +1,470.2% | -1,104.9% | +24.1% |
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