+9,127.5%
QLD vs HST
+118.2%
+9,009.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +0.6% | -1.0% | +1.6% | +1.1% |
| 30D | -0.1% | -12.3% | +12.1% | +7.4% |
| 3M | -8.4% | -6.4% | -2.0% | -5.3% |
| 6M | +32.2% | +15.0% | +17.2% | +21.2% |
| YTD | +28.9% | +30.5% | -1.6% | +9.5% |
| 1Y | +43.8% | +35.7% | +8.2% | +18.7% |
| 3Y | +176.6% | +68.4% | +108.2% | +102.5% |
| 5Y | +121.6% | +73.1% | +48.4% | +62.3% |
| 10Y | +1,652.9% | +92.7% | +1,560.2% | +976.5% |
| All | +9,127.5% | +118.2% | +9,009.3% | +4,247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling