+165.5%
HPQ vs QLD
+1,375.1%
-1,209.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.9% | -4.3% |
| 7D | -1.1% | -10.3% | +9.2% | +2.8% |
| 30D | -11.7% | -26.1% | +14.3% | -1.1% |
| 3M | +2.0% | -17.8% | +19.7% | +9.2% |
| 6M | +35.9% | -15.6% | +51.4% | +41.3% |
| YTD | +32.7% | +5.4% | +27.3% | +24.4% |
| 1Y | +14.3% | +5.2% | +9.1% | +6.9% |
| 3Y | +17.8% | +139.4% | -121.6% | -25.8% |
| 5Y | +7.6% | +66.7% | -59.2% | -26.6% |
| All | +165.5% | +1,375.1% | -1,209.6% | -35.5% |
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