+152.0%
QQQM vs HL
+275.3%
-123.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | -0.1% | +32.0% | -32.1% | -3.6% |
| 6M | +18.0% | -6.4% | +24.4% | +17.6% |
| YTD | +16.7% | +3.1% | +13.6% | +14.1% |
| 1Y | +23.0% | +77.6% | -54.5% | +12.6% |
| 3Y | +93.3% | +392.8% | -299.5% | +53.1% |
| 5Y | +96.3% | +234.1% | -137.8% | +56.6% |
| All | +152.0% | +275.3% | -123.3% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling