+228.7%
HL vs QSR
+40.5%
+188.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -4.4% | -4.0% | -0.3% | -2.4% |
| 30D | +9.3% | +2.8% | +6.6% | +7.8% |
| 3M | +32.0% | +5.1% | +26.9% | +28.3% |
| 6M | -6.4% | +8.8% | -15.2% | -11.9% |
| YTD | +3.1% | +14.8% | -11.7% | -6.0% |
| 1Y | +77.6% | +25.7% | +51.8% | +53.5% |
| 3Y | +392.8% | +27.5% | +365.3% | +309.7% |
| All | +228.7% | +40.5% | +188.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling