+252.8%
HPQ vs QLD
+9,036.4%
-8,783.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +6.9% | +0.6% | +6.4% | +6.6% |
| 30D | +14.4% | -0.1% | +14.6% | +14.4% |
| 3M | +25.6% | -8.4% | +34.0% | +28.0% |
| 6M | +75.0% | +32.2% | +42.8% | +50.5% |
| YTD | +50.7% | +28.9% | +21.8% | +30.6% |
| 1Y | +18.7% | +43.8% | -25.2% | -2.6% |
| 3Y | +21.5% | +176.6% | -155.1% | -29.1% |
| 5Y | +31.6% | +121.6% | -90.0% | -21.4% |
| 10Y | +216.1% | +1,652.9% | -1,436.9% | -36.3% |
| All | +252.8% | +9,036.4% | -8,783.6% | -72.9% |
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