+152.0%
QQQM vs HLT
+241.9%
-89.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | -1.6% | +1.0% | +0.1% |
| 30D | -1.2% | -5.0% | +3.8% | +0.8% |
| 3M | -0.1% | -10.4% | +10.3% | +4.2% |
| 6M | +18.0% | +3.2% | +14.7% | +15.4% |
| YTD | +16.7% | +6.7% | +9.9% | +12.3% |
| 1Y | +23.0% | +10.3% | +12.8% | +16.2% |
| 3Y | +93.3% | +99.3% | -6.0% | +41.1% |
| 5Y | +96.3% | +143.7% | -47.4% | +34.0% |
| All | +152.0% | +241.9% | -89.9% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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