+249.9%
HBM vs QSR
+205.8%
+44.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | -3.3% | -4.0% | +0.7% | -1.0% |
| 30D | -4.8% | +2.8% | -7.6% | -6.5% |
| 3M | -0.4% | +5.1% | -5.5% | -4.2% |
| 6M | +17.9% | +8.8% | +9.1% | +9.7% |
| YTD | +33.7% | +14.8% | +18.9% | +19.4% |
| 1Y | +95.6% | +25.7% | +69.9% | +64.1% |
| 3Y | +458.1% | +27.5% | +430.6% | +355.0% |
| 5Y | +329.0% | +41.3% | +287.7% | +227.9% |
| 10Y | +588.2% | +133.8% | +454.4% | +256.6% |
| All | +249.9% | +205.8% | +44.1% | +61.2% |
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