+217.0%
HAS vs QSR
+211.2%
+5.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | +4.5% | -1.2% | +1.5% |
| 30D | +30.5% | +9.4% | +21.1% | +26.1% |
| 3M | +29.9% | +7.5% | +22.4% | +26.1% |
| 6M | +26.5% | -0.8% | +27.4% | +26.4% |
| YTD | +51.9% | +16.9% | +35.1% | +41.9% |
| 1Y | +60.9% | +16.3% | +44.6% | +50.4% |
| 3Y | +215.0% | +25.3% | +189.7% | +181.7% |
| 5Y | +51.5% | +60.4% | -8.9% | +21.6% |
| 10Y | +102.2% | +139.2% | -37.0% | +42.1% |
| All | +217.0% | +211.2% | +5.9% | +121.4% |
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