+25.6%
HD vs QS
-47.0%
+72.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -1.7% |
| 30D | -10.8% | -15.7% | +4.8% | -10.3% |
| 3M | -2.7% | -28.7% | +26.0% | -1.6% |
| 6M | -10.3% | -23.2% | +12.9% | -9.8% |
| YTD | -7.8% | -49.9% | +42.1% | -5.9% |
| 1Y | -23.1% | -38.8% | +15.7% | -22.8% |
| 3Y | +2.0% | -24.0% | +26.0% | -1.5% |
| 5Y | +6.2% | -75.6% | +81.8% | +2.9% |
| All | +25.6% | -47.0% | +72.6% | +31.3% |
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