+7.1%
QLD vs HWM
+5.1%
+2.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -3.8% | -1.8% | -2.0% | -3.3% |
| 30D | -20.5% | -2.7% | -17.9% | -19.9% |
| 3M | -14.6% | -22.7% | +8.1% | -6.6% |
| 6M | -14.7% | -18.9% | +4.3% | -8.8% |
| YTD | +11.2% | +7.1% | +4.1% | +3.8% |
| 1Y | +7.1% | +4.7% | +2.4% | +1.7% |
| All | +7.1% | +5.1% | +2.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling