+1,628.2%
QLD vs HDB
+38.3%
+1,589.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | -0.1% | -2.8% | +2.7% | +1.3% |
| 3M | -8.4% | -3.5% | -4.8% | -7.4% |
| 6M | +32.2% | -24.7% | +56.9% | +54.5% |
| YTD | +28.9% | -36.6% | +65.5% | +66.3% |
| 1Y | +43.8% | -34.4% | +78.2% | +80.9% |
| 3Y | +176.6% | -24.4% | +201.0% | +206.7% |
| 5Y | +121.6% | -35.4% | +156.9% | +169.6% |
| All | +1,628.2% | +38.3% | +1,589.9% | +1,357.1% |
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