+116.4%
HPE vs QS
-71.4%
+187.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.5% | -13.2% | -7.5% |
| 7D | -17.0% | +4.5% | -21.5% | -17.9% |
| 30D | -26.7% | -4.1% | -22.6% | -26.1% |
| 3M | -4.1% | -22.1% | +18.0% | +1.6% |
| 6M | +75.4% | -38.4% | +113.8% | +95.1% |
| YTD | +111.0% | -57.5% | +168.5% | +150.0% |
| 1Y | +116.4% | -71.3% | +187.7% | +173.6% |
| All | +116.4% | -71.4% | +187.9% | +173.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling