+265.3%
HLT vs QS
-46.4%
+311.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.6% | -3.6% | +2.0% | -1.4% |
| 30D | -5.0% | -17.2% | +12.2% | -4.0% |
| 3M | -10.4% | -27.0% | +16.6% | -9.1% |
| 6M | +3.2% | -24.6% | +27.8% | +4.2% |
| YTD | +6.7% | -49.3% | +56.1% | +9.9% |
| 1Y | +10.3% | -40.3% | +50.6% | +11.3% |
| 3Y | +99.3% | -23.8% | +123.1% | +89.6% |
| 5Y | +143.7% | -75.0% | +218.6% | +136.8% |
| All | +265.3% | -46.4% | +311.7% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling