+7,256.1%
QLD vs HST
+145.9%
+7,110.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.7% | -7.1% | -9.4% |
| 7D | -18.6% | -4.2% | -14.4% | -16.2% |
| 30D | -28.3% | +9.6% | -37.8% | -31.8% |
| 3M | -20.4% | -1.1% | -19.3% | -19.9% |
| 6M | -14.3% | +21.1% | -35.4% | -23.6% |
| YTD | +2.8% | +47.1% | -44.3% | -18.4% |
| 1Y | -1.2% | +64.0% | -65.2% | -26.8% |
| 3Y | +135.3% | +77.1% | +58.2% | +67.7% |
| 5Y | +62.6% | +71.8% | -9.2% | +19.6% |
| 10Y | +1,384.3% | +146.3% | +1,238.0% | +694.0% |
| All | +7,256.1% | +145.9% | +7,110.2% | +3,140.2% |
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 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