+109.7%
HAL vs QS
-74.6%
+184.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +0.5% | +2.2% | -1.7% | +0.3% |
| 30D | +15.9% | -8.1% | +24.0% | +16.5% |
| 3M | -8.7% | -27.0% | +18.3% | -7.2% |
| 6M | +9.0% | -16.4% | +25.5% | +9.3% |
| YTD | +32.0% | -46.4% | +78.4% | +36.3% |
| 1Y | +72.5% | -41.1% | +113.6% | +74.6% |
| 3Y | -4.5% | -18.6% | +14.1% | -11.4% |
| 5Y | +109.7% | -73.0% | +182.7% | +104.7% |
| All | +109.7% | -74.6% | +184.3% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling