+41.9%
QLD vs HRB
-5.9%
+47.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.9% |
| 7D | +3.0% | -9.1% | +12.0% | +1.8% |
| 30D | -1.8% | +0.3% | -2.1% | -1.5% |
| 3M | -1.8% | +23.4% | -25.2% | +1.8% |
| 6M | +36.9% | +45.1% | -8.2% | +43.2% |
| YTD | +28.7% | +8.9% | +19.8% | +28.6% |
| 1Y | +41.9% | -7.9% | +49.8% | +34.7% |
| All | +41.9% | -5.9% | +47.8% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling