+720.6%
HUT vs QLD
+178.0%
+542.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.8% |
| 7D | +17.8% | +0.6% | +17.2% | +17.2% |
| 30D | +0.8% | -0.1% | +1.0% | +0.8% |
| 3M | -26.8% | -8.4% | -18.4% | -19.9% |
| 6M | +72.6% | +32.2% | +40.4% | +24.2% |
| YTD | +103.6% | +28.9% | +74.7% | +53.2% |
| 1Y | +265.3% | +43.8% | +221.4% | +153.1% |
| All | +720.6% | +178.0% | +542.6% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling