+1,351.8%
QLD vs HRB
+249.6%
+1,102.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.8% | +3.8% |
| 7D | -10.3% | +2.7% | -13.0% | -11.0% |
| 30D | -26.1% | +22.1% | -48.1% | -31.0% |
| 3M | -17.8% | +15.7% | -33.5% | -22.6% |
| 6M | -15.6% | +83.3% | -98.9% | -34.2% |
| YTD | +5.4% | +25.0% | -19.6% | -6.2% |
| 1Y | +5.2% | +6.9% | -1.7% | -0.8% |
| 3Y | +139.4% | +39.0% | +100.4% | +95.1% |
| 5Y | +66.7% | +146.4% | -79.7% | +6.5% |
| All | +1,351.8% | +249.6% | +1,102.2% | +687.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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