+7.4%
HD vs QS
-74.6%
+82.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.4% |
| 7D | -1.2% | +2.2% | -3.4% | -1.3% |
| 30D | -11.1% | -8.1% | -3.1% | -10.6% |
| 3M | +2.0% | -27.0% | +29.1% | +3.9% |
| 6M | -10.5% | -16.4% | +6.0% | -10.1% |
| YTD | -6.9% | -46.4% | +39.5% | -3.7% |
| 1Y | -23.2% | -41.1% | +17.9% | -22.5% |
| 3Y | +3.1% | -18.6% | +21.7% | -5.6% |
| 5Y | +7.4% | -73.0% | +80.4% | -3.1% |
| All | +7.4% | -74.6% | +82.0% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling