+67.2%
QLD vs HRB
+145.8%
-78.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.8% | +3.3% |
| 7D | -10.3% | +2.7% | -13.0% | -10.7% |
| 30D | -26.1% | +22.1% | -48.1% | -29.2% |
| 3M | -17.8% | +15.7% | -33.5% | -20.8% |
| 6M | -15.6% | +83.3% | -98.9% | -29.3% |
| YTD | +5.4% | +25.0% | -19.6% | -0.3% |
| 1Y | +5.2% | +6.9% | -1.7% | +5.2% |
| 3Y | +139.4% | +39.0% | +100.4% | +101.7% |
| All | +67.2% | +145.8% | -78.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling