+140.8%
HAS vs QSR
+218.5%
-77.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | +2.4% | -4.2% | -2.7% |
| 30D | +2.3% | +7.6% | -5.4% | -0.7% |
| 3M | +10.4% | +12.6% | -2.3% | +5.2% |
| 6M | -3.2% | +14.4% | -17.6% | -8.6% |
| YTD | +15.4% | +19.6% | -4.2% | +7.0% |
| 1Y | +18.8% | +33.9% | -15.1% | +5.1% |
| 3Y | +43.9% | +27.1% | +16.8% | +28.1% |
| 5Y | +13.9% | +48.5% | -34.6% | -5.9% |
| 10Y | +56.4% | +126.2% | -69.8% | +10.1% |
| All | +140.8% | +218.5% | -77.7% | +66.9% |
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