-1.0%
HL vs QSR
+8.3%
-9.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.7% |
| 7D | +0.4% | -2.4% | +2.7% | +0.1% |
| 30D | +18.8% | +5.7% | +13.1% | +20.4% |
| 3M | +43.7% | +6.9% | +36.8% | +46.9% |
| 6M | -1.0% | +6.9% | -7.9% | +0.3% |
| All | -1.0% | +8.3% | -9.3% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling