+86.6%
QLD vs HBM
+203.5%
-116.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.1% |
| 7D | +12.5% | +5.1% | +7.4% | +10.4% |
| 30D | -15.7% | -15.8% | +0.1% | -9.7% |
| 3M | -11.9% | -22.4% | +10.5% | -3.4% |
| 6M | -10.3% | -20.2% | +10.0% | -3.6% |
| YTD | +15.6% | +9.0% | +6.6% | +7.6% |
| 1Y | +12.1% | +27.4% | -15.2% | -2.0% |
| 3Y | +150.7% | +424.2% | -273.6% | +19.7% |
| 5Y | +86.6% | +196.1% | -109.5% | +12.4% |
| All | +86.6% | +203.5% | -116.9% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling