+116.4%
HPE vs QSR
+23.8%
+92.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.5% | -11.1% | -3.4% |
| 7D | -17.0% | +5.2% | -22.2% | -14.9% |
| 30D | -26.7% | +12.2% | -38.9% | -23.3% |
| 3M | -4.1% | +7.0% | -11.2% | -1.1% |
| 6M | +75.4% | -0.3% | +75.7% | +84.8% |
| YTD | +111.0% | +18.0% | +93.0% | +107.8% |
| 1Y | +116.4% | +22.6% | +93.8% | +105.1% |
| All | +116.4% | +23.8% | +92.6% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling