+67.2%
QLD vs HWM
+522.0%
-454.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.8% |
| 7D | -10.3% | +3.3% | -13.6% | -12.6% |
| 30D | -26.1% | -7.6% | -18.5% | -22.3% |
| 3M | -17.8% | -28.9% | +11.2% | +3.5% |
| 6M | -15.6% | -19.7% | +4.1% | -4.4% |
| YTD | +5.4% | +0.5% | +4.8% | -2.6% |
| 1Y | +5.2% | +0.3% | +5.0% | -2.6% |
| 3Y | +139.4% | +325.8% | -186.4% | -44.4% |
| All | +67.2% | +522.0% | -454.8% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling