+1,502.1%
QLD vs HDB
+63.5%
+1,438.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.7% |
| 7D | +7.0% | +2.7% | +4.3% | +5.4% |
| 30D | -14.3% | +14.1% | -28.5% | -21.1% |
| 3M | -16.0% | +11.8% | -27.8% | -22.1% |
| 6M | -14.2% | +8.2% | -22.4% | -19.7% |
| YTD | +12.8% | -29.3% | +42.1% | +35.4% |
| 1Y | +14.1% | -28.8% | +42.8% | +36.1% |
| 3Y | +146.0% | -7.5% | +153.4% | +138.9% |
| 5Y | +82.0% | -23.1% | +105.1% | +98.4% |
| All | +1,502.1% | +63.5% | +1,438.6% | +1,101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling