+1,520.2%
QLD vs HIG
+268.2%
+1,252.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.9% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -15.7% | +5.4% | -21.1% | -18.3% |
| 3M | -10.0% | -0.9% | -9.1% | -10.3% |
| 6M | -11.2% | +4.8% | -16.0% | -15.3% |
| YTD | +16.4% | +0.9% | +15.5% | +12.8% |
| 1Y | +12.7% | +6.5% | +6.2% | +5.6% |
| 3Y | +152.3% | +95.7% | +56.5% | +65.0% |
| 5Y | +91.8% | +107.1% | -15.3% | +22.3% |
| 10Y | +1,520.2% | +262.6% | +1,257.6% | +796.8% |
| All | +1,520.2% | +268.2% | +1,252.0% | +796.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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