+157.6%
HPQ vs QLD
+1,387.1%
-1,229.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +0.5% | -3.8% | +4.3% | +1.5% |
| 30D | -5.9% | -20.5% | +14.7% | +2.4% |
| 3M | -3.7% | -14.6% | +10.9% | +1.4% |
| 6M | +28.1% | -14.7% | +42.7% | +32.4% |
| YTD | +32.5% | +11.2% | +21.3% | +21.4% |
| 1Y | +18.1% | +7.1% | +11.0% | +9.7% |
| 3Y | +16.4% | +141.1% | -124.7% | -26.9% |
| 5Y | +8.9% | +84.3% | -75.4% | -28.8% |
| 10Y | +157.6% | +1,450.1% | -1,292.4% | -38.8% |
| All | +157.6% | +1,387.1% | -1,229.5% | -38.8% |
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