+202.7%
HPE vs QLD
+140.3%
+62.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | -0.3% |
| 7D | -18.7% | -10.3% | -8.5% | -12.6% |
| 30D | -37.9% | -26.1% | -11.8% | -24.2% |
| 3M | -14.4% | -17.8% | +3.4% | -2.1% |
| 6M | +48.2% | -15.6% | +63.8% | +66.8% |
| YTD | +88.6% | +5.4% | +83.2% | +84.9% |
| 1Y | +94.8% | +5.2% | +89.5% | +90.7% |
| 3Y | +202.7% | +139.4% | +63.3% | +92.2% |
| All | +202.7% | +140.3% | +62.4% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling