+392.8%
HL vs QSR
+25.8%
+367.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -4.4% | -4.0% | -0.3% | -2.9% |
| 30D | +9.3% | +2.8% | +6.6% | +8.2% |
| 3M | +32.0% | +5.1% | +26.9% | +29.3% |
| 6M | -6.4% | +8.8% | -15.2% | -10.8% |
| YTD | +3.1% | +14.8% | -11.7% | -4.2% |
| 1Y | +77.6% | +25.7% | +51.8% | +58.1% |
| 3Y | +392.8% | +27.5% | +365.3% | +329.3% |
| All | +392.8% | +25.8% | +367.0% | +329.3% |
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