+1,631.1%
QLD vs HST
+92.5%
+1,538.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -0.1% | -12.3% | +12.1% | +7.6% |
| 3M | -8.4% | -6.4% | -2.0% | -5.2% |
| 6M | +32.2% | +15.0% | +17.2% | +20.7% |
| YTD | +28.9% | +30.5% | -1.6% | +8.8% |
| 1Y | +43.8% | +35.7% | +8.2% | +17.7% |
| 3Y | +176.6% | +68.4% | +108.2% | +99.5% |
| 5Y | +121.6% | +73.1% | +48.4% | +61.9% |
| All | +1,631.1% | +92.5% | +1,538.6% | +1,131.7% |
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