+86.6%
QLD vs HRB
+143.9%
-57.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | +12.5% | -7.8% | +20.3% | +14.1% |
| 30D | -15.7% | +15.7% | -31.4% | -18.4% |
| 3M | -11.9% | -5.5% | -6.4% | -11.3% |
| 6M | -10.3% | +41.1% | -51.4% | -18.8% |
| YTD | +15.6% | +20.4% | -4.8% | +10.1% |
| 1Y | +12.1% | +15.2% | -3.1% | +8.3% |
| 3Y | +150.7% | +24.3% | +126.3% | +120.6% |
| 5Y | +86.6% | +144.7% | -58.1% | +25.5% |
| All | +86.6% | +143.9% | -57.3% | +25.5% |
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