+141.6%
HAL vs QS
-47.4%
+189.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -3.3% | -5.0% | +1.7% | -3.0% |
| 30D | +7.2% | -18.3% | +25.5% | +8.3% |
| 3M | -8.8% | -26.0% | +17.2% | -7.7% |
| 6M | +3.0% | -24.0% | +27.0% | +3.7% |
| YTD | +29.4% | -50.3% | +79.7% | +33.1% |
| 1Y | +62.8% | -38.0% | +100.8% | +64.1% |
| 3Y | -6.4% | -24.6% | +18.2% | -10.4% |
| 5Y | +103.6% | -75.4% | +179.1% | +98.4% |
| All | +141.6% | -47.4% | +189.0% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling