+156.1%
HPQ vs QLD
+1,468.8%
-1,312.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.6% |
| 7D | +3.2% | +7.0% | -3.8% | +0.2% |
| 30D | -3.6% | -14.3% | +10.7% | +1.7% |
| 3M | -5.3% | -16.0% | +10.7% | +0.3% |
| 6M | +41.1% | -14.2% | +55.4% | +45.6% |
| YTD | +36.9% | +12.8% | +24.1% | +24.6% |
| 1Y | +23.5% | +14.1% | +9.5% | +11.7% |
| 3Y | +19.6% | +146.0% | -126.4% | -25.6% |
| 5Y | +11.4% | +82.0% | -70.6% | -26.8% |
| All | +156.1% | +1,468.8% | -1,312.7% | -42.0% |
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 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