+14.1%
QLD vs HWM
+7.5%
+6.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.1% |
| 7D | +7.0% | +7.3% | -0.3% | +4.4% |
| 30D | -14.3% | +1.6% | -15.9% | -14.8% |
| 3M | -16.0% | -21.9% | +5.9% | -8.6% |
| 6M | -14.2% | -19.0% | +4.8% | -8.3% |
| YTD | +12.8% | +7.9% | +4.8% | +5.6% |
| 1Y | +14.1% | +9.9% | +4.1% | +4.8% |
| All | +14.1% | +7.5% | +6.6% | +4.8% |
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