+139.4%
QLD vs HAS
+181.4%
-42.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -33.9% |
| 3M | -17.8% | +30.7% | -48.4% | -26.5% |
| 6M | -15.6% | +23.9% | -39.5% | -23.5% |
| YTD | +5.4% | +48.3% | -42.9% | -13.2% |
| 1Y | +5.2% | +60.2% | -55.0% | -16.6% |
| 3Y | +139.4% | +189.2% | -49.8% | +48.8% |
| All | +139.4% | +181.4% | -42.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling