+176.1%
QLD vs HAS
+44.2%
+131.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | -0.1% | +2.3% | -2.4% | -1.2% |
| 3M | -8.4% | +10.4% | -18.7% | -12.5% |
| 6M | +32.2% | -3.2% | +35.4% | +32.4% |
| YTD | +28.9% | +15.4% | +13.5% | +18.6% |
| 1Y | +43.8% | +18.8% | +25.0% | +30.2% |
| All | +176.1% | +44.2% | +131.9% | +109.2% |
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 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