+16,993.4%
QLD vs HBM
+435.3%
+16,558.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.4% | -5.3% | -10.5% |
| 7D | -18.6% | -11.9% | -6.7% | -15.1% |
| 30D | -28.3% | -23.6% | -4.6% | -21.9% |
| 3M | -20.4% | -20.5% | +0.1% | -14.8% |
| 6M | -14.3% | -7.9% | -6.4% | -12.9% |
| YTD | +2.8% | +3.8% | -1.0% | -1.0% |
| 1Y | -1.2% | +31.7% | -32.9% | -11.6% |
| 3Y | +135.3% | +342.4% | -207.1% | +41.0% |
| 5Y | +62.6% | +205.5% | -142.9% | +3.2% |
| 10Y | +1,384.3% | +379.4% | +1,004.8% | +578.7% |
| All | +16,993.4% | +435.3% | +16,558.0% | +5,820.8% |
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