+323.5%
HIG vs QSR
+205.8%
+117.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -1.5% | -4.0% | +2.6% | +0.3% |
| 30D | -0.4% | +2.8% | -3.1% | -1.6% |
| 3M | +6.7% | +5.1% | +1.6% | +4.0% |
| 6M | +2.0% | +8.8% | -6.8% | -2.4% |
| YTD | +0.3% | +14.8% | -14.5% | -6.6% |
| 1Y | +4.2% | +25.7% | -21.5% | -7.2% |
| 3Y | +102.2% | +27.5% | +74.7% | +74.7% |
| 5Y | +118.5% | +41.3% | +77.2% | +76.8% |
| 10Y | +311.1% | +133.8% | +177.3% | +157.6% |
| All | +323.5% | +205.8% | +117.8% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling