+1,527.9%
QLD vs HWM
+1,213.0%
+314.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +4.1% |
| 7D | -9.4% | +9.4% | -18.8% | -14.0% |
| 30D | -17.1% | -7.0% | -10.1% | -14.6% |
| 3M | -10.4% | -25.9% | +15.5% | +2.6% |
| 6M | +0.7% | -10.8% | +11.6% | +4.3% |
| YTD | +17.7% | +4.3% | +13.4% | +11.4% |
| 1Y | +14.7% | +4.4% | +10.3% | +8.4% |
| 3Y | +169.6% | +348.8% | -179.1% | +19.7% |
| 5Y | +86.7% | +598.5% | -511.8% | -31.1% |
| 10Y | +1,600.8% | +1,551.7% | +49.0% | +350.3% |
| All | +1,527.9% | +1,213.0% | +314.9% | +330.6% |
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