+86.6%
QLD vs HIG
+107.2%
-20.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | -15.7% | +4.4% | -20.1% | -18.1% |
| 3M | -11.9% | 0.0% | -12.0% | -12.6% |
| 6M | -10.3% | +3.8% | -14.1% | -14.5% |
| YTD | +15.6% | +0.7% | +14.9% | +11.6% |
| 1Y | +12.1% | +5.0% | +7.1% | +4.4% |
| 3Y | +150.7% | +95.3% | +55.3% | +30.1% |
| 5Y | +86.6% | +110.8% | -24.2% | -12.1% |
| All | +86.6% | +107.2% | -20.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling