+1,351.8%
QLD vs HAS
+101.4%
+1,250.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -10.3% | -0.2% | -10.1% | -10.1% |
| 30D | -26.1% | +31.0% | -57.1% | -36.9% |
| 3M | -17.8% | +30.7% | -48.4% | -30.0% |
| 6M | -15.6% | +23.9% | -39.5% | -26.8% |
| YTD | +5.4% | +48.3% | -42.9% | -18.7% |
| 1Y | +5.2% | +60.2% | -55.0% | -22.6% |
| 3Y | +139.4% | +189.2% | -49.8% | +18.2% |
| 5Y | +66.7% | +50.4% | +16.3% | +23.3% |
| All | +1,351.8% | +101.4% | +1,250.5% | +779.7% |
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