+501.7%
HLT vs QSR
+205.8%
+296.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | +0.4% |
| 30D | -5.0% | +2.8% | -7.8% | -6.4% |
| 3M | -10.4% | +5.1% | -15.5% | -13.0% |
| 6M | +3.2% | +8.8% | -5.6% | -2.0% |
| YTD | +6.7% | +14.8% | -8.1% | -1.7% |
| 1Y | +10.3% | +25.7% | -15.5% | -3.3% |
| 3Y | +99.3% | +27.5% | +71.8% | +68.8% |
| 5Y | +143.7% | +41.3% | +102.4% | +93.8% |
| 10Y | +584.7% | +133.8% | +450.9% | +306.0% |
| All | +501.7% | +205.8% | +296.0% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling