+42.2%
HD vs QS
-57.3%
+99.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.3% |
| 7D | -1.2% | -5.0% | +3.8% | -1.0% |
| 30D | +20.9% | -1.4% | +22.3% | +20.9% |
| 3M | -0.2% | -33.6% | +33.4% | +1.4% |
| 6M | +14.5% | -47.6% | +62.1% | +17.0% |
| YTD | +4.3% | -59.6% | +63.9% | +7.3% |
| 1Y | -3.5% | -73.5% | +70.1% | +0.9% |
| 3Y | +30.1% | -23.0% | +53.2% | +25.7% |
| 5Y | +8.5% | -89.4% | +97.9% | +5.9% |
| All | +42.2% | -57.3% | +99.4% | +49.8% |
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