+139.4%
QLD vs HBM
+348.5%
-209.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.9% |
| 7D | -10.3% | -3.6% | -6.6% | -8.7% |
| 30D | -26.1% | -19.2% | -6.9% | -19.5% |
| 3M | -17.8% | -20.5% | +2.8% | -10.6% |
| 6M | -15.6% | -12.8% | -2.7% | -12.1% |
| YTD | +5.4% | +5.4% | -0.1% | -0.5% |
| 1Y | +5.2% | +33.0% | -27.7% | -9.5% |
| 3Y | +139.4% | +357.3% | -217.9% | +31.9% |
| All | +139.4% | +348.5% | -209.1% | +31.9% |
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