+390.2%
HPE vs QLD
+1,536.4%
-1,146.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +2.8% |
| 7D | +0.3% | -1.2% | +1.5% | +1.1% |
| 30D | -28.6% | -15.7% | -12.8% | -22.5% |
| 3M | -7.4% | -10.0% | +2.7% | -2.1% |
| 6M | +63.7% | -11.2% | +74.9% | +74.1% |
| YTD | +111.7% | +16.4% | +95.3% | +100.2% |
| 1Y | +123.5% | +12.7% | +110.8% | +114.1% |
| 3Y | +238.7% | +152.3% | +86.4% | +131.8% |
| 5Y | +261.0% | +91.8% | +169.3% | +154.9% |
| 10Y | +390.2% | +1,520.2% | -1,130.0% | +26.7% |
| All | +390.2% | +1,536.4% | -1,146.2% | +26.7% |
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