+398.8%
HL vs QS
-26.0%
+424.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -5.6% | -5.0% | -0.7% | -4.8% |
| 30D | +12.7% | -18.3% | +31.0% | +17.2% |
| 3M | +42.5% | -26.0% | +68.5% | +49.9% |
| 6M | -9.0% | -24.0% | +15.0% | -4.4% |
| YTD | +4.4% | -50.3% | +54.7% | +16.9% |
| 1Y | +82.7% | -38.0% | +120.6% | +93.1% |
| All | +398.8% | -26.0% | +424.8% | +360.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling