+1,351.8%
QLD vs HDB
+57.5%
+1,294.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.8% | +1.5% |
| 7D | -10.3% | +13.3% | -23.6% | -16.8% |
| 30D | -26.1% | +13.6% | -39.6% | -31.8% |
| 3M | -17.8% | +5.8% | -23.5% | -21.3% |
| 6M | -15.6% | -1.9% | -13.6% | -16.4% |
| YTD | +5.4% | -31.2% | +36.6% | +28.5% |
| 1Y | +5.2% | -29.6% | +34.8% | +26.2% |
| 3Y | +139.4% | -10.1% | +149.5% | +136.4% |
| 5Y | +66.7% | -24.3% | +91.0% | +83.4% |
| All | +1,351.8% | +57.5% | +1,294.3% | +997.8% |
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