+1,315.8%
QLD vs HST
+142.9%
+1,172.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.7% | -7.1% | -9.3% |
| 7D | -18.6% | -4.2% | -14.4% | -16.1% |
| 30D | -28.3% | +9.6% | -37.8% | -31.9% |
| 3M | -20.4% | -1.1% | -19.3% | -19.9% |
| 6M | -14.3% | +21.1% | -35.4% | -23.9% |
| YTD | +2.8% | +47.1% | -44.3% | -19.0% |
| 1Y | -1.2% | +64.0% | -65.2% | -27.6% |
| 3Y | +135.3% | +77.1% | +58.2% | +65.0% |
| 5Y | +62.6% | +71.8% | -9.2% | +17.8% |
| All | +1,315.8% | +142.9% | +1,172.8% | +898.5% |
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