+49.6%
HON vs QS
-43.2%
+92.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | -15.2% | -8.1% | -7.1% | -15.0% |
| 3M | -6.0% | -27.0% | +21.1% | -5.2% |
| 6M | -14.9% | -16.4% | +1.5% | -14.7% |
| YTD | +3.2% | -46.4% | +49.5% | +4.7% |
| 1Y | 0.0% | -41.1% | +41.1% | +0.7% |
| 3Y | +21.5% | -18.6% | +40.1% | +18.5% |
| 5Y | +4.0% | -73.0% | +77.1% | +2.0% |
| All | +49.6% | -43.2% | +92.9% | +53.4% |
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 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