+2.1%
HD vs QSR
+25.9%
-23.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -1.8% | -2.4% | +0.5% | -1.0% |
| 30D | -10.8% | +5.7% | -16.5% | -12.7% |
| 3M | -2.7% | +6.9% | -9.6% | -5.0% |
| 6M | -10.3% | +6.9% | -17.2% | -12.7% |
| YTD | -7.8% | +14.9% | -22.7% | -12.7% |
| 1Y | -23.1% | +29.1% | -52.2% | -30.3% |
| All | +2.1% | +25.9% | -23.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling