+148.7%
HAL vs QS
-47.0%
+195.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +1.2% |
| 7D | -1.3% | -4.2% | +2.9% | -1.1% |
| 30D | +10.9% | -15.7% | +26.6% | +11.8% |
| 3M | -5.8% | -28.7% | +22.8% | -4.6% |
| 6M | +8.1% | -23.2% | +31.3% | +8.8% |
| YTD | +33.2% | -49.9% | +83.1% | +37.0% |
| 1Y | +74.2% | -38.8% | +113.0% | +75.6% |
| 3Y | -3.7% | -24.0% | +20.3% | -7.8% |
| 5Y | +111.9% | -75.6% | +187.5% | +106.4% |
| All | +148.7% | -47.0% | +195.7% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling