+153.8%
QLD vs HIG
+95.7%
+58.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -15.7% | +5.4% | -21.1% | -16.6% |
| 3M | -10.0% | -0.9% | -9.1% | -9.9% |
| 6M | -11.2% | +4.8% | -16.0% | -13.1% |
| YTD | +16.4% | +0.9% | +15.5% | +15.2% |
| 1Y | +12.7% | +6.5% | +6.2% | +8.5% |
| All | +153.8% | +95.7% | +58.1% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling