+12.1%
HLT vs QSR
+33.2%
-21.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.3% | +2.4% | -5.8% | -3.8% |
| 30D | -4.1% | +7.6% | -11.7% | -5.6% |
| 3M | -7.9% | +12.6% | -20.6% | -10.5% |
| 6M | +2.2% | +14.4% | -12.2% | -2.0% |
| YTD | +8.5% | +19.6% | -11.1% | +2.2% |
| 1Y | +12.1% | +33.9% | -21.7% | +4.7% |
| All | +12.1% | +33.2% | -21.1% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling