+1,418.0%
QLD vs HRB
+246.2%
+1,171.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.2% | +10.0% | +7.8% |
| 7D | -1.4% | -2.4% | +1.0% | -0.8% |
| 30D | -19.6% | +15.7% | -35.3% | -23.7% |
| 3M | -14.1% | +11.4% | -25.5% | -18.4% |
| 6M | -13.6% | +40.7% | -54.3% | -25.3% |
| YTD | +12.5% | +21.0% | -8.4% | +1.1% |
| 1Y | +13.1% | +7.2% | +5.9% | +6.1% |
| 3Y | +154.7% | +29.2% | +125.6% | +113.3% |
| 5Y | +81.1% | +142.3% | -61.3% | +15.8% |
| 10Y | +1,418.0% | +253.1% | +1,164.9% | +727.0% |
| All | +1,418.0% | +246.2% | +1,171.7% | +727.0% |
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