+1,542.6%
QLD vs HDB
+62.8%
+1,479.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | 0.0% |
| 7D | +12.5% | +4.1% | +8.4% | +10.0% |
| 30D | -15.7% | +13.0% | -28.7% | -21.9% |
| 3M | -11.9% | +11.3% | -23.2% | -18.1% |
| 6M | -10.3% | +6.9% | -17.2% | -15.4% |
| YTD | +15.6% | -29.6% | +45.2% | +39.2% |
| 1Y | +12.1% | -29.5% | +41.7% | +34.7% |
| 3Y | +150.7% | -8.1% | +158.8% | +144.5% |
| 5Y | +86.6% | -23.4% | +110.0% | +104.0% |
| All | +1,542.6% | +62.8% | +1,479.8% | +1,134.7% |
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