-1.0%
HL vs QS
-19.4%
+18.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.6% | +8.5% | +5.0% |
| 7D | +0.4% | -4.2% | +4.6% | +2.1% |
| 30D | +18.8% | -15.7% | +34.5% | +28.4% |
| 3M | +43.7% | -28.7% | +72.4% | +64.6% |
| 6M | -1.0% | -23.2% | +22.2% | +9.1% |
| All | -1.0% | -19.4% | +18.4% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling