+514.5%
HPE vs QLD
+1,507.0%
-992.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -12.7% | +0.9% | -6.0% |
| 7D | -25.0% | -18.6% | -6.4% | -17.4% |
| 30D | -37.3% | -28.3% | -9.1% | -26.8% |
| 3M | -16.8% | -20.4% | +3.6% | -7.0% |
| 6M | +47.8% | -14.3% | +62.1% | +60.3% |
| YTD | +86.0% | +2.8% | +83.3% | +85.7% |
| 1Y | +89.6% | -1.2% | +90.8% | +92.3% |
| 3Y | +198.2% | +135.3% | +62.9% | +108.0% |
| 5Y | +227.1% | +62.6% | +164.6% | +145.4% |
| 10Y | +355.6% | +1,384.3% | -1,028.7% | -5.7% |
| All | +514.5% | +1,507.0% | -992.6% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling