+92.9%
QQQ vs HL
+391.6%
-298.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -0.6% | -4.4% | +3.8% | -0.1% |
| 30D | -1.2% | +9.3% | -10.5% | -2.4% |
| 3M | -0.2% | +32.0% | -32.2% | -3.6% |
| 6M | +17.9% | -6.4% | +24.4% | +17.2% |
| YTD | +16.6% | +3.1% | +13.5% | +13.9% |
| 1Y | +23.0% | +77.6% | -54.6% | +13.0% |
| 3Y | +92.9% | +392.8% | -299.9% | +57.7% |
| All | +92.9% | +391.6% | -298.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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