+81.1%
QLD vs HDB
-23.0%
+104.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.3% |
| 7D | -1.4% | +13.7% | -15.1% | -8.4% |
| 30D | -19.6% | +15.8% | -35.4% | -26.4% |
| 3M | -14.1% | +9.2% | -23.4% | -19.1% |
| 6M | -13.6% | +3.2% | -16.8% | -16.7% |
| YTD | +12.5% | -29.4% | +41.9% | +36.6% |
| 1Y | +13.1% | -27.9% | +41.1% | +35.2% |
| 3Y | +154.7% | -5.9% | +160.6% | +136.7% |
| 5Y | +81.1% | -23.5% | +104.6% | +93.3% |
| All | +81.1% | -23.0% | +104.0% | +93.3% |
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