+9.6%
HPQ vs QLD
+89.4%
-79.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -1.9% | +12.5% | -14.4% | -6.2% |
| 30D | -5.7% | -15.7% | +10.0% | -0.3% |
| 3M | -0.4% | -11.9% | +11.5% | +3.2% |
| 6M | +40.0% | -10.3% | +50.3% | +41.8% |
| YTD | +34.6% | +15.6% | +19.0% | +22.2% |
| 1Y | +20.4% | +12.1% | +8.3% | +10.4% |
| 3Y | +18.3% | +150.7% | -132.3% | -25.3% |
| 5Y | +9.6% | +86.6% | -77.0% | -30.5% |
| All | +9.6% | +89.4% | -79.9% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling