+1,520.2%
QLD vs HBM
+274.8%
+1,245.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.5% |
| 30D | -15.7% | -14.8% | -0.9% | -10.7% |
| 3M | -10.0% | -20.7% | +10.7% | -3.0% |
| 6M | -11.2% | -13.9% | +2.7% | -7.7% |
| YTD | +16.4% | +10.6% | +5.7% | +9.0% |
| 1Y | +12.7% | +32.4% | -19.7% | -0.8% |
| 3Y | +152.3% | +432.0% | -279.7% | +33.8% |
| 5Y | +91.8% | +205.5% | -113.7% | +14.7% |
| 10Y | +1,520.2% | +291.1% | +1,229.1% | +602.3% |
| All | +1,520.2% | +274.8% | +1,245.4% | +602.3% |
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