+265.4%
HLT vs QS
-47.4%
+312.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -2.6% | -5.0% | +2.4% | -2.3% |
| 30D | -2.6% | -18.3% | +15.7% | -1.6% |
| 3M | -9.4% | -26.0% | +16.6% | -8.2% |
| 6M | +2.7% | -24.0% | +26.8% | +3.7% |
| YTD | +6.8% | -50.3% | +57.0% | +10.1% |
| 1Y | +12.4% | -38.0% | +50.3% | +13.1% |
| 3Y | +100.2% | -24.6% | +124.8% | +90.5% |
| 5Y | +143.7% | -75.4% | +219.2% | +137.1% |
| All | +265.4% | -47.4% | +312.8% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling