+176.1%
QLD vs HST
+68.9%
+107.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +1.3% |
| 30D | -0.1% | -12.3% | +12.1% | +9.6% |
| 3M | -8.4% | -6.4% | -2.0% | -4.8% |
| 6M | +32.2% | +15.0% | +17.2% | +16.7% |
| YTD | +28.9% | +30.5% | -1.6% | +2.5% |
| 1Y | +43.8% | +35.7% | +8.2% | +9.8% |
| All | +176.1% | +68.9% | +107.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling