+230.5%
HL vs QS
-43.2%
+273.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | +7.1% | +2.2% | +4.9% | +6.8% |
| 30D | +21.4% | -8.1% | +29.5% | +22.5% |
| 3M | +37.4% | -27.0% | +64.5% | +41.4% |
| 6M | +0.4% | -16.4% | +16.8% | +2.2% |
| YTD | +6.7% | -46.4% | +53.0% | +12.8% |
| 1Y | +102.4% | -41.1% | +143.5% | +109.8% |
| 3Y | +417.4% | -18.6% | +436.0% | +401.0% |
| 5Y | +243.3% | -73.0% | +316.4% | +238.1% |
| All | +230.5% | -43.2% | +273.8% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling