+114.4%
HPE vs QLD
+10.7%
+103.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.3% | -1.8% |
| 7D | +7.9% | +7.0% | +0.9% | +2.4% |
| 30D | -23.5% | -14.3% | -9.2% | -13.8% |
| 3M | -19.1% | -16.0% | -3.1% | -7.3% |
| 6M | +51.4% | -14.2% | +65.6% | +70.7% |
| YTD | +103.4% | +12.8% | +90.7% | +95.1% |
| 1Y | +114.4% | +14.1% | +100.3% | +104.0% |
| All | +114.4% | +10.7% | +103.7% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling