+126.3%
HAL vs QS
-62.6%
+188.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +3.4% |
| 7D | +6.1% | -14.0% | +20.1% | +6.8% |
| 30D | +2.9% | -6.4% | +9.3% | +3.1% |
| 3M | +3.3% | -40.3% | +43.6% | +5.8% |
| 6M | -16.9% | -57.5% | +40.6% | -13.8% |
| YTD | +21.2% | -64.7% | +85.9% | +26.6% |
| 1Y | +27.5% | -72.9% | +100.4% | +35.0% |
| 3Y | -6.4% | -33.5% | +27.0% | -9.9% |
| 5Y | +58.0% | -90.5% | +148.5% | +60.0% |
| All | +126.3% | -62.6% | +188.9% | +118.9% |
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