+141.1%
QLD vs HWM
+349.8%
-208.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | -3.8% | -1.8% | -2.0% | -2.7% |
| 30D | -20.5% | -2.7% | -17.9% | -19.6% |
| 3M | -14.6% | -22.7% | +8.1% | -2.5% |
| 6M | -14.7% | -18.9% | +4.3% | -5.7% |
| YTD | +11.2% | +7.1% | +4.1% | +1.5% |
| 1Y | +7.1% | +4.7% | +2.4% | -0.9% |
| 3Y | +141.1% | +345.6% | -204.5% | +7.1% |
| All | +141.1% | +349.8% | -208.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling