+7,443.4%
QLD vs HRB
+364.6%
+7,078.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.8% | +4.6% |
| 7D | -10.3% | +2.7% | -13.0% | -11.5% |
| 30D | -26.1% | +22.1% | -48.1% | -33.6% |
| 3M | -17.8% | +15.7% | -33.5% | -25.4% |
| 6M | -15.6% | +83.3% | -98.9% | -42.0% |
| YTD | +5.4% | +25.0% | -19.6% | -13.3% |
| 1Y | +5.2% | +6.9% | -1.7% | -6.5% |
| 3Y | +139.4% | +39.0% | +100.4% | +74.8% |
| 5Y | +66.7% | +146.4% | -79.7% | -14.4% |
| 10Y | +1,422.1% | +254.4% | +1,167.6% | +424.7% |
| All | +7,443.4% | +364.6% | +7,078.9% | +1,784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling