+8.2%
HD vs QS
-88.0%
+96.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +2.4% |
| 7D | +3.6% | +13.7% | -10.1% | +2.6% |
| 30D | +21.6% | -0.2% | +21.8% | +21.4% |
| 3M | +0.1% | -24.8% | +24.9% | +2.0% |
| 6M | +13.0% | -39.4% | +52.4% | +16.2% |
| YTD | +4.9% | -56.1% | +61.1% | +10.0% |
| 1Y | -2.1% | -72.5% | +70.4% | +6.2% |
| 3Y | +32.6% | -16.3% | +48.9% | +19.5% |
| 5Y | +8.2% | -87.6% | +95.8% | -1.1% |
| All | +8.2% | -88.0% | +96.2% | -1.1% |
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