+14.1%
QLD vs HDB
-29.0%
+43.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | +7.0% | +2.7% | +4.3% | +6.3% |
| 30D | -14.3% | +14.1% | -28.5% | -17.5% |
| 3M | -16.0% | +11.8% | -27.8% | -18.7% |
| 6M | -14.2% | +8.2% | -22.4% | -17.2% |
| YTD | +12.8% | -29.3% | +42.1% | +12.9% |
| 1Y | +14.1% | -28.8% | +42.8% | +13.5% |
| All | +14.1% | -29.0% | +43.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling