+396.0%
HPE vs QS
-74.9%
+470.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +12.2% |
| 7D | +19.4% | -3.6% | +23.1% | +19.9% |
| 30D | +5.6% | -17.2% | +22.9% | +8.0% |
| 3M | +33.1% | -27.0% | +60.0% | +37.5% |
| 6M | +192.5% | -24.6% | +217.0% | +199.9% |
| YTD | +160.9% | -49.3% | +210.2% | +178.9% |
| 1Y | +155.0% | -40.3% | +195.3% | +164.1% |
| 3Y | +289.4% | -23.8% | +313.2% | +262.6% |
| All | +396.0% | -74.9% | +470.9% | +385.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling