+1,351.8%
QLD vs HST
+142.8%
+1,209.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | -10.3% | -2.7% | -7.6% | -8.5% |
| 30D | -26.1% | +10.7% | -36.8% | -30.2% |
| 3M | -17.8% | +6.3% | -24.0% | -20.6% |
| 6M | -15.6% | +19.0% | -34.5% | -24.3% |
| YTD | +5.4% | +47.0% | -41.7% | -17.0% |
| 1Y | +5.2% | +53.4% | -48.2% | -19.4% |
| 3Y | +139.4% | +78.0% | +61.4% | +67.4% |
| 5Y | +66.7% | +71.7% | -5.0% | +20.8% |
| All | +1,351.8% | +142.8% | +1,209.0% | +924.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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