-19.8%
HD vs QSR
+33.2%
-53.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.8% |
| 30D | -8.4% | +7.6% | -16.0% | -10.5% |
| 3M | +4.3% | +12.6% | -8.3% | +0.7% |
| 6M | -11.1% | +14.4% | -25.5% | -14.9% |
| YTD | -4.7% | +19.6% | -24.3% | -10.2% |
| 1Y | -19.8% | +33.9% | -53.7% | -24.9% |
| All | -19.8% | +33.2% | -53.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling