+1,351.8%
QLD vs HBM
+376.3%
+975.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | -10.3% | -3.6% | -6.6% | -8.9% |
| 30D | -26.1% | -19.2% | -6.9% | -20.3% |
| 3M | -17.8% | -20.5% | +2.8% | -11.4% |
| 6M | -15.6% | -12.8% | -2.7% | -12.5% |
| YTD | +5.4% | +5.4% | -0.1% | +0.4% |
| 1Y | +5.2% | +33.0% | -27.7% | -7.4% |
| 3Y | +139.4% | +357.3% | -217.9% | +33.8% |
| 5Y | +66.7% | +210.4% | -143.7% | -0.3% |
| All | +1,351.8% | +376.3% | +975.5% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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