+21,341.8%
QLD vs HBM
+613.3%
+20,728.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | +0.6% | -6.4% | +6.9% | +2.6% |
| 30D | -0.1% | +5.9% | -6.0% | -2.2% |
| 3M | -8.4% | -8.9% | +0.5% | -6.4% |
| 6M | +32.2% | +10.7% | +21.5% | +26.3% |
| YTD | +28.9% | +38.3% | -9.4% | +13.7% |
| 1Y | +43.8% | +121.3% | -77.5% | +9.4% |
| 3Y | +176.6% | +450.6% | -274.0% | +54.3% |
| 5Y | +121.6% | +338.0% | -216.4% | +25.5% |
| 10Y | +1,652.9% | +578.6% | +1,074.3% | +619.4% |
| All | +21,341.8% | +613.3% | +20,728.5% | +6,700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling