+1,631.1%
QLD vs HAS
+56.4%
+1,574.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.6% | -1.8% | +2.4% | +1.6% |
| 30D | -0.1% | +2.3% | -2.4% | -1.6% |
| 3M | -8.4% | +10.4% | -18.7% | -14.1% |
| 6M | +32.2% | -3.2% | +35.4% | +32.3% |
| YTD | +28.9% | +15.4% | +13.5% | +15.5% |
| 1Y | +43.8% | +18.8% | +25.0% | +26.3% |
| 3Y | +176.6% | +43.9% | +132.7% | +108.0% |
| 5Y | +121.6% | +13.9% | +107.7% | +93.2% |
| All | +1,631.1% | +56.4% | +1,574.7% | +1,169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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