+1,351.8%
QLD vs HWM
+1,473.3%
-121.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.3% |
| 7D | -10.3% | +3.4% | -13.6% | -11.9% |
| 30D | -26.1% | -7.5% | -18.5% | -23.4% |
| 3M | -17.8% | -28.9% | +11.1% | -3.4% |
| 6M | -15.6% | -19.6% | +4.0% | -7.4% |
| YTD | +5.4% | +0.6% | +4.8% | +1.8% |
| 1Y | +5.2% | +0.3% | +4.9% | +1.8% |
| 3Y | +139.4% | +326.1% | -186.7% | +9.2% |
| 5Y | +66.7% | +525.2% | -458.5% | -35.2% |
| All | +1,351.8% | +1,473.3% | -121.5% | +293.1% |
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