+148.3%
HAL vs QS
-44.4%
+192.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | +2.9% | -2.3% | +5.3% | +3.1% |
| 30D | +17.0% | -0.7% | +17.8% | +17.0% |
| 3M | -9.7% | -39.6% | +30.0% | -7.6% |
| 6M | +8.6% | -21.7% | +30.3% | +9.3% |
| YTD | +33.0% | -47.4% | +80.4% | +36.4% |
| 1Y | +68.3% | -28.4% | +96.7% | +68.0% |
| 3Y | +0.1% | -22.6% | +22.7% | -4.3% |
| 5Y | +102.6% | -75.6% | +178.2% | +97.3% |
| All | +148.3% | -44.4% | +192.7% | +135.9% |
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 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