+20.5%
HAL vs QSR
+211.0%
-190.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +15.9% | +5.9% | +10.0% | +12.2% |
| 3M | -8.7% | +10.5% | -19.2% | -14.0% |
| 6M | +9.0% | +7.7% | +1.3% | +3.3% |
| YTD | +32.0% | +16.8% | +15.2% | +19.2% |
| 1Y | +72.5% | +30.9% | +41.6% | +45.4% |
| 3Y | -4.5% | +28.2% | -32.7% | -21.4% |
| 5Y | +109.7% | +45.0% | +64.7% | +56.1% |
| 10Y | +1.2% | +127.3% | -126.1% | -42.1% |
| All | +20.5% | +211.0% | -190.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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