+152.0%
QQQM vs HPE
+645.8%
-493.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.6% | -2.5% |
| 7D | -0.6% | +19.4% | -20.0% | -5.6% |
| 30D | -1.2% | +5.6% | -6.8% | -3.2% |
| 3M | -0.1% | +33.1% | -33.2% | -8.8% |
| 6M | +18.0% | +192.5% | -174.5% | -16.4% |
| YTD | +16.7% | +160.9% | -144.2% | -14.8% |
| 1Y | +23.0% | +155.0% | -131.9% | -10.0% |
| 3Y | +93.3% | +289.4% | -196.1% | +18.1% |
| 5Y | +96.3% | +395.7% | -299.4% | +11.3% |
| All | +152.0% | +645.8% | -493.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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