+62.6%
QLD vs HAS
+52.6%
+10.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.7% | -11.1% | -11.8% |
| 7D | -18.6% | 0.0% | -18.5% | -18.4% |
| 30D | -28.3% | +31.3% | -59.6% | -38.9% |
| 3M | -20.4% | +32.1% | -52.5% | -32.7% |
| 6M | -14.3% | +28.1% | -42.4% | -27.2% |
| YTD | +2.8% | +49.1% | -46.3% | -21.7% |
| 1Y | -1.2% | +60.5% | -61.7% | -28.4% |
| 3Y | +135.3% | +183.9% | -48.6% | +8.6% |
| 5Y | +62.6% | +51.2% | +11.4% | +43.5% |
| All | +62.6% | +52.6% | +10.0% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling