+92.6%
HAS vs QSR
+137.6%
-45.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | +26.3% | +4.1% | +22.1% | +24.0% |
| 3M | +25.6% | -0.7% | +26.3% | +25.6% |
| 6M | +30.3% | +0.4% | +29.8% | +29.3% |
| YTD | +50.4% | +13.5% | +36.8% | +40.5% |
| 1Y | +57.7% | +11.0% | +46.7% | +48.8% |
| 3Y | +213.4% | +22.0% | +191.4% | +177.5% |
| 5Y | +49.1% | +57.1% | -8.0% | +15.3% |
| All | +92.6% | +137.6% | -45.1% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling