+176.1%
QLD vs HBM
+455.0%
-278.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | +0.6% | -6.4% | +6.9% | +3.0% |
| 30D | -0.1% | +5.9% | -6.0% | -2.7% |
| 3M | -8.4% | -8.9% | +0.5% | -6.3% |
| 6M | +32.2% | +10.7% | +21.5% | +24.6% |
| YTD | +28.9% | +38.3% | -9.4% | +10.0% |
| 1Y | +43.8% | +121.3% | -77.5% | +1.4% |
| All | +176.1% | +455.0% | -278.9% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling