+9,127.5%
QLD vs HIG
+161.7%
+8,965.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -0.1% | -3.2% | +3.1% | +0.8% |
| 3M | -8.4% | +9.1% | -17.5% | -11.4% |
| 6M | +32.2% | -1.8% | +34.0% | +31.7% |
| YTD | +28.9% | +1.8% | +27.1% | +26.9% |
| 1Y | +43.8% | +4.6% | +39.3% | +40.0% |
| 3Y | +176.6% | +101.6% | +75.0% | +120.1% |
| 5Y | +121.6% | +124.5% | -2.9% | +72.5% |
| 10Y | +1,652.9% | +317.8% | +1,335.1% | +1,019.4% |
| All | +9,127.5% | +161.7% | +8,965.8% | +6,800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling