+45.9%
HLT vs QS
-71.4%
+117.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +3.0% |
| 7D | +7.7% | +4.5% | +3.2% | +7.4% |
| 30D | +19.1% | -4.1% | +23.2% | +19.2% |
| 3M | +20.7% | -22.1% | +42.9% | +22.2% |
| 6M | +21.0% | -38.4% | +59.4% | +23.6% |
| YTD | +31.3% | -57.5% | +88.7% | +36.2% |
| 1Y | +45.9% | -71.3% | +117.2% | +57.4% |
| All | +45.9% | -71.4% | +117.3% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling