+1,646.5%
QLD vs HIG
+304.7%
+1,341.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.9% |
| 7D | +3.0% | -1.1% | +4.0% | +3.5% |
| 30D | -1.8% | -4.9% | +3.1% | +0.6% |
| 3M | -1.8% | +6.8% | -8.6% | -6.2% |
| 6M | +36.9% | -1.7% | +38.6% | +35.8% |
| YTD | +28.7% | -0.2% | +28.9% | +26.3% |
| 1Y | +41.9% | +5.7% | +36.2% | +34.0% |
| 3Y | +184.2% | +100.3% | +83.9% | +84.3% |
| 5Y | +122.1% | +118.5% | +3.6% | +38.7% |
| 10Y | +1,646.5% | +309.7% | +1,336.8% | +716.7% |
| All | +1,646.5% | +304.7% | +1,341.8% | +716.7% |
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