+57.2%
HAS vs Q
+66.4%
-9.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.9% | -1.1% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | +31.0% | -9.8% | +40.8% | +32.2% |
| 3M | +30.7% | -12.2% | +42.9% | +32.1% |
| 6M | +23.9% | -21.6% | +45.5% | +26.1% |
| YTD | +48.3% | +43.6% | +4.8% | +34.2% |
| 1Y | +60.2% | +25.7% | +34.5% | +46.9% |
| All | +57.2% | +66.4% | -9.2% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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