+1,520.2%
QLD vs HWM
+1,554.5%
-34.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | +3.5% |
| 7D | -1.2% | +5.0% | -6.1% | -3.3% |
| 30D | -15.7% | +1.5% | -17.2% | -16.7% |
| 3M | -10.0% | -20.3% | +10.3% | -0.2% |
| 6M | -11.2% | -18.0% | +6.8% | -3.3% |
| YTD | +16.4% | +9.5% | +6.9% | +7.7% |
| 1Y | +12.7% | +7.5% | +5.2% | +5.2% |
| 3Y | +152.3% | +355.7% | -203.4% | +10.8% |
| 5Y | +91.8% | +610.2% | -518.4% | -30.2% |
| 10Y | +1,520.2% | +1,516.8% | +3.5% | +293.4% |
| All | +1,520.2% | +1,554.5% | -34.2% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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