+62.6%
QLD vs HDB
-26.0%
+88.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.5% | -14.2% | -13.6% |
| 7D | -18.6% | +13.3% | -31.9% | -24.4% |
| 30D | -28.3% | +10.2% | -38.5% | -32.6% |
| 3M | -20.4% | +3.6% | -23.9% | -22.7% |
| 6M | -14.3% | -0.5% | -13.8% | -15.8% |
| YTD | +2.8% | -32.4% | +35.2% | +27.7% |
| 1Y | -1.2% | -31.1% | +29.8% | +21.0% |
| 3Y | +135.3% | -12.6% | +147.9% | +130.1% |
| 5Y | +62.6% | -25.7% | +88.2% | +72.4% |
| All | +62.6% | -26.0% | +88.6% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling