+608.9%
HPE vs QS
-43.2%
+652.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.0% | +5.7% | +7.6% |
| 7D | +10.1% | +2.2% | +7.9% | +10.0% |
| 30D | +5.3% | -8.1% | +13.3% | +5.9% |
| 3M | +12.7% | -27.0% | +39.7% | +15.0% |
| 6M | +167.7% | -16.4% | +184.1% | +170.0% |
| YTD | +135.5% | -46.4% | +181.8% | +144.3% |
| 1Y | +143.4% | -41.1% | +184.5% | +149.2% |
| 3Y | +249.2% | -18.6% | +267.8% | +236.6% |
| 5Y | +343.8% | -73.0% | +416.9% | +332.9% |
| All | +608.9% | -43.2% | +652.1% | +604.9% |
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