+113.4%
HAL vs QS
-54.8%
+168.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.1% |
| 7D | -6.5% | +8.0% | -14.5% | -6.9% |
| 30D | -2.1% | -2.8% | +0.7% | -2.1% |
| 3M | -4.9% | -28.1% | +23.3% | -3.4% |
| 6M | -19.3% | -41.0% | +21.7% | -17.6% |
| YTD | +14.3% | -57.3% | +71.6% | +18.3% |
| 1Y | +17.3% | -72.7% | +90.0% | +24.2% |
| 3Y | -10.9% | -18.6% | +7.7% | -15.0% |
| 5Y | +47.4% | -87.0% | +134.4% | +47.2% |
| All | +113.4% | -54.8% | +168.3% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling