+1,351.8%
QLD vs HWM
+1,472.2%
-120.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.3% |
| 7D | -10.3% | +3.3% | -13.6% | -11.9% |
| 30D | -26.1% | -7.6% | -18.5% | -23.3% |
| 3M | -17.8% | -28.9% | +11.2% | -3.4% |
| 6M | -15.6% | -19.7% | +4.1% | -7.4% |
| YTD | +5.4% | +0.5% | +4.8% | +1.9% |
| 1Y | +5.2% | +0.3% | +5.0% | +1.8% |
| 3Y | +139.4% | +325.8% | -186.4% | +9.3% |
| 5Y | +66.7% | +524.7% | -458.0% | -35.2% |
| All | +1,351.8% | +1,472.2% | -120.4% | +293.2% |
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