+41.1%
HD vs QS
-62.6%
+103.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.3% |
| 7D | +1.5% | -14.0% | +15.5% | +2.1% |
| 30D | +18.0% | -6.4% | +24.4% | +18.3% |
| 3M | +2.8% | -40.3% | +43.1% | +4.8% |
| 6M | +17.0% | -57.5% | +74.5% | +20.5% |
| YTD | +3.5% | -64.7% | +68.2% | +7.1% |
| 1Y | -2.6% | -72.9% | +70.3% | +1.7% |
| 3Y | +30.7% | -33.5% | +64.2% | +27.1% |
| 5Y | +6.2% | -90.5% | +96.7% | +4.2% |
| All | +41.1% | -62.6% | +103.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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