+1,418.0%
QLD vs HIG
+270.3%
+1,147.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -19.6% | +4.5% | -24.0% | -21.7% |
| 3M | -14.1% | -5.5% | -8.7% | -12.3% |
| 6M | -13.6% | +3.1% | -16.7% | -16.8% |
| YTD | +12.5% | -0.8% | +13.4% | +10.1% |
| 1Y | +13.1% | +6.1% | +7.1% | +6.3% |
| 3Y | +154.7% | +94.1% | +60.6% | +67.4% |
| 5Y | +81.1% | +106.4% | -25.3% | +15.8% |
| 10Y | +1,418.0% | +265.1% | +1,152.9% | +774.7% |
| All | +1,418.0% | +270.3% | +1,147.6% | +774.7% |
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