+563.1%
HPE vs QSR
+135.2%
+427.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.2% |
| 7D | +19.4% | -4.0% | +23.4% | +21.3% |
| 30D | +5.6% | +2.8% | +2.9% | +4.3% |
| 3M | +33.1% | +5.1% | +28.0% | +29.4% |
| 6M | +192.5% | +8.8% | +183.7% | +177.6% |
| YTD | +160.9% | +14.8% | +146.1% | +141.8% |
| 1Y | +155.0% | +25.7% | +129.2% | +126.5% |
| 3Y | +289.4% | +27.5% | +261.9% | +234.9% |
| 5Y | +395.7% | +41.3% | +354.4% | +301.4% |
| All | +563.1% | +135.2% | +427.9% | +324.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling