+1,351.8%
QLD vs HIG
+276.3%
+1,075.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.7% |
| 7D | -10.3% | +1.1% | -11.3% | -10.8% |
| 30D | -26.1% | +5.6% | -31.6% | -28.4% |
| 3M | -17.8% | -6.9% | -10.9% | -15.3% |
| 6M | -15.6% | +1.3% | -16.9% | -18.0% |
| YTD | +5.4% | -1.5% | +6.8% | +3.4% |
| 1Y | +5.2% | +6.6% | -1.4% | -1.5% |
| 3Y | +139.4% | +91.2% | +48.3% | +58.7% |
| 5Y | +66.7% | +106.1% | -39.4% | +6.7% |
| All | +1,351.8% | +276.3% | +1,075.5% | +738.2% |
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