+1,682.2%
QLD vs HWM
+1,494.1%
+188.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | -0.1% | -11.0% | +10.9% | +5.6% |
| 3M | -8.4% | +4.0% | -12.4% | -10.9% |
| 6M | +32.2% | -0.2% | +32.4% | +30.8% |
| YTD | +28.9% | +26.7% | +2.3% | +11.8% |
| 1Y | +43.8% | +44.7% | -0.9% | +16.1% |
| 3Y | +176.6% | +426.1% | -249.5% | +14.5% |
| 5Y | +121.6% | +738.5% | -616.9% | -24.7% |
| All | +1,682.2% | +1,494.1% | +188.1% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling