+18.1%
QQQ vs HL
+5.2%
+13.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -0.6% | +18.8% | -19.5% | -4.3% |
| 3M | +1.3% | +43.7% | -42.4% | -7.1% |
| 6M | +18.1% | -1.0% | +19.2% | +15.5% |
| All | +18.1% | +5.2% | +13.0% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling